← Back to Stock / ETF implied volatility screener

EHAB - Enhabit
Implied Volatility Analysis

Implied Volatility:
107.0%

Enhabit has an Implied Volatility (IV) of 107.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EHAB is 23 and the Implied Volatility Percentile (IVP) is 26. The current Implied Volatility Index for EHAB is -0.67 standard deviations away from its 1 year mean.

Market Cap$681.76M
Next Earnings Date2/9/2023 (75d)
Implied Volatility (IV) 30d
107.03
Implied Volatility Rank (IVR) 1y
22.64
Implied Volatility Percentile (IVP) 1y
25.53
Historical Volatility (HV) 30d
62.55
IV / HV
1.71
Open Interest
353.00
Option Volume
40.00

Data was calculated after the 11/25/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.