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ELV - Elevance Health
Implied Volatility Analysis

Implied Volatility:
29.0%
Put/Call-Ratio:
0.31

Elevance Health has an Implied Volatility (IV) of 29.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ELV is 22 and the Implied Volatility Percentile (IVP) is 18. The current Implied Volatility Index for ELV is -0.96 standard deviations away from its 1 year mean.

Market Cap$114.51B
Dividend Yield1.01% ($4.80)
Next Earnings Date10/19/2022 (65d)
Next Dividend Date9/8/2022 (24d)
Implied Volatility (IV) 30d
29.00
Implied Volatility Rank (IVR) 1y
22.38
Implied Volatility Percentile (IVP) 1y
18.18
Historical Volatility (HV) 30d
38.14
IV / HV
0.76
Open Interest
25.10K
Option Volume
2.73K
Put/Call Ratio (Volume)
0.31

Data was calculated after the 8/12/2022 closing.

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