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BCPC - Balchem
Implied Volatility Analysis

Implied Volatility:
42.5%

Balchem has an Implied Volatility (IV) of 42.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BCPC is 25 and the Implied Volatility Percentile (IVP) is 42. The current Implied Volatility Index for BCPC is -0.17 standard deviations away from its 1 year mean.

Market Cap$4.46B
Dividend Yield0.46% ($0.64)
Next Earnings Date2/17/2023 (79d)
Implied Volatility (IV) 30d
42.50
Implied Volatility Rank (IVR) 1y
25.06
Implied Volatility Percentile (IVP) 1y
42.29
Historical Volatility (HV) 30d
29.37
IV / HV
1.45
Open Interest
82.00
Option Volume
5.00

Data was calculated after the 11/29/2022 closing.

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