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AMED - Amedisys
Implied Volatility Analysis

Implied Volatility:
60.0%
Put/Call-Ratio:
0.01

Amedisys has an Implied Volatility (IV) of 60.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AMED is 40 and the Implied Volatility Percentile (IVP) is 59. The current Implied Volatility Index for AMED is 0.17 standard deviations away from its 1 year mean.

Market Cap$3.30B
Next Earnings Date11/2/2022 (34d)
Implied Volatility (IV) 30d
59.99
Implied Volatility Rank (IVR) 1y
40.25
Implied Volatility Percentile (IVP) 1y
59.03
Historical Volatility (HV) 30d
37.11
IV / HV
1.62
Open Interest
1.88K
Option Volume
429.00
Put/Call Ratio (Volume)
0.01

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

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