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CHNG - Change Healthcare
Implied Volatility Analysis

Implied Volatility:
137.1%
Put/Call-Ratio:
0.06

Change Healthcare has an Implied Volatility (IV) of 137.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CHNG is 41 and the Implied Volatility Percentile (IVP) is 61. The current Implied Volatility Index for CHNG is 0.17 standard deviations away from its 1 year mean.

Market Cap$7.54B
Next Earnings Date8/3/2022 (36d)
Implied Volatility (IV) 30d
137.08
Implied Volatility Rank (IVR) 1y
41.01
Implied Volatility Percentile (IVP) 1y
60.57
Historical Volatility (HV) 30d
17.44
IV / HV
7.86
Open Interest
14.71K
Option Volume
183.00
Put/Call Ratio (Volume)
0.06

Data was calculated after the 6/27/2022 closing.

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