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ELAN - Elanco Animal Health
Implied Volatility Analysis

Implied Volatility:
54.9%
Put/Call-Ratio:
0.17

Elanco Animal Health has an Implied Volatility (IV) of 54.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ELAN is 22 and the Implied Volatility Percentile (IVP) is 75. The current Implied Volatility Index for ELAN is 0.41 standard deviations away from its 1 year mean.

Market Cap$4.47B
Next Earnings Date5/9/2023 (41d)
Implied Volatility (IV) 30d
54.90
Implied Volatility Rank (IVR) 1y
22.47
Implied Volatility Percentile (IVP) 1y
74.82
Historical Volatility (HV) 30d
36.24
IV / HV
1.51
Open Interest
93.41K
Option Volume
528.00
Put/Call Ratio (Volume)
0.17

Data was calculated after the 3/28/2023 closing.

This stock chart shows ELAN Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for ELAN Elanco Animal Health over a one year time horizon.
Tradingview Chart →

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