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ANTM - Anthem
Implied Volatility Analysis

Implied Volatility:
35.3%
Put/Call-Ratio:
0.72

Anthem has an Implied Volatility (IV) of 35.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ANTM is 70 and the Implied Volatility Percentile (IVP) is 88. The current Implied Volatility Index for ANTM is 1.19 standard deviations away from its 1 year mean.

Market Cap$113.87B
Dividend Yield1.02% ($4.80)
Next Earnings Date7/20/2022 (23d)
Implied Volatility (IV) 30d
35.32
Implied Volatility Rank (IVR) 1y
70.18
Implied Volatility Percentile (IVP) 1y
88.14
Historical Volatility (HV) 30d
27.94
IV / HV
1.26
Open Interest
21.44K
Option Volume
3.66K
Put/Call Ratio (Volume)
0.72

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

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