← Back to Stock / ETF implied volatility screenerEXP - Eagle Materials
EXP - Eagle Materials
Implied Volatility Analysis
Implied Volatility:
38.7%
38.7%
Put/Call-Ratio:
2.40
2.40
Eagle Materials has an Implied Volatility (IV) of 38.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EXP is 27 and the Implied Volatility Percentile (IVP) is 43. The current Implied Volatility Index for EXP is -0.33 standard deviations away from its 1 year mean.
| Market Cap | $5.32B |
|---|---|
| Dividend Yield | 0.68% ($1.00) |
| Next Earnings Date | 5/18/2023 (61d) |
| Implied Volatility (IV) 30d | 38.69 |
| Implied Volatility Rank (IVR) 1y | 26.66 |
| Implied Volatility Percentile (IVP) 1y | 43.46 |
| Historical Volatility (HV) 30d | 33.12 |
| IV / HV | 1.17 |
| Open Interest | 1.30K |
| Option Volume | 17.00 |
| Put/Call Ratio (Volume) | 2.40 |
Data was calculated after the 3/17/2023 closing.
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