← Back to Stock / ETF implied volatility screenerESLT - Elbit Systems
ESLT - Elbit Systems
Implied Volatility Analysis
Implied Volatility:
40.3%
40.3%
Elbit Systems has an Implied Volatility (IV) of 40.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ESLT is 3 and the Implied Volatility Percentile (IVP) is 38. The current Implied Volatility Index for ESLT is -0.53 standard deviations away from its 1 year mean.
| Market Cap | $7.47B |
|---|---|
| Dividend Yield | 1.18% ($1.99) |
| Next Earnings Date | 3/28/2023 (9d) ! |
| Implied Volatility (IV) 30d | 40.25 |
| Implied Volatility Rank (IVR) 1y | 3.22 |
| Implied Volatility Percentile (IVP) 1y | 37.50 |
| Historical Volatility (HV) 30d | 20.19 |
| IV / HV | 1.99 |
| Open Interest | 21.00 |
Data was calculated after the 3/17/2023 closing.
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