Sandy Spring Bancorp Inc. (SASR)
31.52
-0.45 (-1.41%)
At close: Mar 03, 2025, 3:59 PM
31.54
0.06%
After-hours: Mar 03, 2025, 04:00 PM EST
Volatility Exposure
Sandy Spring Bancorp has experienced an average implied
volatility of 0.62 and an average realized volatility of 0.29.
Volatility History
| Date | % Change | P/C | Total OI | % OI Change | Implied Volatility | Realized Vol. | Vol. Spread |
|---|---|---|---|---|---|---|---|
| 09/20/24 | -2.25% | 0 | 242 | -38.42% | 0 | n/a | n/a |
| 09/03/24 | -0.45% | 0 | 393 | +0.00% | 0.43 | n/a | n/a |
| 08/30/24 | +1.10% | 0 | 393 | -18.46% | 0.39 | n/a | n/a |
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