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ABC - Amerisource Bergen
Implied Volatility Analysis

Implied Volatility:
30.3%
Put/Call-Ratio:
1.08

Amerisource Bergen has an Implied Volatility (IV) of 30.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ABC is 26 and the Implied Volatility Percentile (IVP) is 37. The current Implied Volatility Index for ABC is -0.35 standard deviations away from its 1 year mean.

Market Cap$28.07B
Dividend Yield1.35% ($1.83)
Next Earnings Date11/3/2022 (35d)
Implied Volatility (IV) 30d
30.30
Implied Volatility Rank (IVR) 1y
26.01
Implied Volatility Percentile (IVP) 1y
37.15
Historical Volatility (HV) 30d
21.31
IV / HV
1.42
Open Interest
21.84K
Option Volume
548.00
Put/Call Ratio (Volume)
1.08

Data was calculated after the 9/28/2022 closing.

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