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BLCO - Bausch + Lomb
Implied Volatility Analysis

Implied Volatility:
95.1%
Put/Call-Ratio:
0.45

Bausch + Lomb has an Implied Volatility (IV) of 95.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BLCO is 32 and the Implied Volatility Percentile (IVP) is 67. The current Implied Volatility Index for BLCO is 0.20 standard deviations away from its 1 year mean.

Market Cap$5.43B
Next Earnings Date11/3/2022 (85d)
Implied Volatility (IV) 30d
95.06
Implied Volatility Rank (IVR) 1y
31.85
Implied Volatility Percentile (IVP) 1y
67.31
Historical Volatility (HV) 30d
53.15
IV / HV
1.79
Open Interest
13.42K
Option Volume
32.00
Put/Call Ratio (Volume)
0.45

Data was calculated after the 8/9/2022 closing.

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