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ABC - Amerisource Bergen
Implied Volatility Analysis

Implied Volatility:
29.7%
Put/Call-Ratio:
0.56

Amerisource Bergen has an Implied Volatility (IV) of 29.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ABC is 24 and the Implied Volatility Percentile (IVP) is 34. The current Implied Volatility Index for ABC is -0.34 standard deviations away from its 1 year mean.

Market Cap$30.29B
Dividend Yield1.25% ($1.81)
Next Earnings Date8/3/2022 (39d)
Implied Volatility (IV) 30d
29.69
Implied Volatility Rank (IVR) 1y
24.27
Implied Volatility Percentile (IVP) 1y
33.99
Historical Volatility (HV) 30d
23.21
IV / HV
1.28
Open Interest
21.13K
Option Volume
1.01K
Put/Call Ratio (Volume)
0.56

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

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