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VLY - Valley National Bancorp
Implied Volatility Analysis

Implied Volatility:
49.9%

Valley National Bancorp has an Implied Volatility (IV) of 49.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VLY is 11 and the Implied Volatility Percentile (IVP) is 39. The current Implied Volatility Index for VLY is -0.47 standard deviations away from its 1 year mean.

Market Cap$5.63B
Dividend Yield3.90% ($0.43)
Next Earnings Date10/27/2022 (27d)
Implied Volatility (IV) 30d
49.92
Implied Volatility Rank (IVR) 1y
11.49
Implied Volatility Percentile (IVP) 1y
39.39
Historical Volatility (HV) 30d
29.34
IV / HV
1.70
Open Interest
5.06K
Option Volume
6.00

Data was calculated after the 9/29/2022 closing.

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