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ACM - AECOM
Implied Volatility Analysis

Implied Volatility:
28.0%
Put/Call-Ratio:
1.06

AECOM has an Implied Volatility (IV) of 28.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ACM is 5 and the Implied Volatility Percentile (IVP) is 2. The current Implied Volatility Index for ACM is -1.80 standard deviations away from its 1 year mean.

Market Cap$11.63B
Dividend Yield0.71% ($0.60)
Next Earnings Date2/6/2023 (71d)
Next Dividend Date1/3/2023 (37d)
Implied Volatility (IV) 30d
27.96
Implied Volatility Rank (IVR) 1y
5.41
Implied Volatility Percentile (IVP) 1y
1.98
Historical Volatility (HV) 30d
25.13
IV / HV
1.11
Open Interest
8.15K
Option Volume
72.00
Put/Call Ratio (Volume)
1.06

Data was calculated after the 11/25/2022 closing.

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