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VGR - Vector Group
Implied Volatility Analysis

Implied Volatility:
63.3%
Put/Call-Ratio:
2.15

Vector Group has an Implied Volatility (IV) of 63.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VGR is 14 and the Implied Volatility Percentile (IVP) is 50. The current Implied Volatility Index for VGR is -0.21 standard deviations away from its 1 year mean.

Market Cap$1.45B
Dividend Yield8.28% ($0.78)
Next Earnings Date11/8/2022 (48d)
Implied Volatility (IV) 30d
63.28
Implied Volatility Rank (IVR) 1y
13.62
Implied Volatility Percentile (IVP) 1y
49.80
Historical Volatility (HV) 30d
28.87
IV / HV
2.19
Open Interest
9.93K
Option Volume
63.00
Put/Call Ratio (Volume)
2.15

Data was calculated after the 9/20/2022 closing.

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