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ELV - Elevance Health
Implied Volatility Analysis

Implied Volatility:
27.4%
Put/Call-Ratio:
0.33

Elevance Health has an Implied Volatility (IV) of 27.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ELV is 9 and the Implied Volatility Percentile (IVP) is 5. The current Implied Volatility Index for ELV is -1.28 standard deviations away from its 1 year mean.

Market Cap$127.90B
Dividend Yield0.93% ($4.96)
Next Earnings Date1/25/2023 (54d)
Next Dividend Date12/2/2022 (0d) !
Implied Volatility (IV) 30d
27.42
Implied Volatility Rank (IVR) 1y
9.19
Implied Volatility Percentile (IVP) 1y
5.45
Historical Volatility (HV) 30d
31.32
IV / HV
0.88
Open Interest
27.55K
Option Volume
3.94K
Put/Call Ratio (Volume)
0.33

Data was calculated after the 12/1/2022 closing.

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