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BECN - Beacon Roofing Supply - Class A
Implied Volatility Analysis

Implied Volatility:
48.2%
Put/Call-Ratio:
19.31

Beacon Roofing Supply - Class A has an Implied Volatility (IV) of 48.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BECN is 9 and the Implied Volatility Percentile (IVP) is 36. The current Implied Volatility Index for BECN is -0.44 standard deviations away from its 1 year mean.

Market Cap$3.49B
Next Earnings Date11/9/2022 (39d)
Implied Volatility (IV) 30d
48.16
Implied Volatility Rank (IVR) 1y
9.11
Implied Volatility Percentile (IVP) 1y
36.06
Historical Volatility (HV) 30d
35.80
IV / HV
1.35
Open Interest
14.93K
Option Volume
3.23K
Put/Call Ratio (Volume)
19.31

Data was calculated after the 9/30/2022 closing.

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