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ELAN - Elanco Animal Health
Implied Volatility Analysis

Implied Volatility:
55.9%
Put/Call-Ratio:
2.16

Elanco Animal Health has an Implied Volatility (IV) of 55.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ELAN is 28 and the Implied Volatility Percentile (IVP) is 75. The current Implied Volatility Index for ELAN is 0.46 standard deviations away from its 1 year mean.

Market Cap$6.09B
Next Earnings Date2/23/2023 (78d)
Implied Volatility (IV) 30d
55.86
Implied Volatility Rank (IVR) 1y
28.23
Implied Volatility Percentile (IVP) 1y
74.87
Historical Volatility (HV) 30d
61.34
IV / HV
0.91
Open Interest
110.73K
Option Volume
814.00
Put/Call Ratio (Volume)
2.16

Data was calculated after the 12/6/2022 closing.

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