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VLY - Valley National Bancorp
Implied Volatility Analysis

Implied Volatility:
136.0%

Valley National Bancorp has an Implied Volatility (IV) of 136.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VLY is 85 and the Implied Volatility Percentile (IVP) is 100. The current Implied Volatility Index for VLY is 3.96 standard deviations away from its 1 year mean.

Market Cap$5.29B
Dividend Yield4.15% ($0.43)
Next Earnings Date7/21/2022 (26d)
Implied Volatility (IV) 30d
135.96
Implied Volatility Rank (IVR) 1y
84.74
Implied Volatility Percentile (IVP) 1y
99.60
Historical Volatility (HV) 30d
33.53
IV / HV
4.05
Open Interest
4.65K
Option Volume
148.00

Data was calculated after the 6/24/2022 closing.

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