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EHC - Encompass Health
Implied Volatility Analysis

Implied Volatility:
44.1%
Put/Call-Ratio:
0.11

Encompass Health has an Implied Volatility (IV) of 44.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EHC is 16 and the Implied Volatility Percentile (IVP) is 69. The current Implied Volatility Index for EHC is 0.03 standard deviations away from its 1 year mean.

Market Cap$4.60B
Dividend Yield2.04% ($0.94)
Next Earnings Date10/26/2022 (27d)
Next Dividend Date9/30/2022 (1d) !
Implied Volatility (IV) 30d
44.06
Implied Volatility Rank (IVR) 1y
15.96
Implied Volatility Percentile (IVP) 1y
69.08
Historical Volatility (HV) 30d
32.49
IV / HV
1.36
Open Interest
3.83K
Option Volume
10.00
Put/Call Ratio (Volume)
0.11

Data was calculated after the 9/28/2022 closing.

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