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EXP - Eagle Materials
Implied Volatility Analysis

Implied Volatility:
45.4%
Put/Call-Ratio:
0.04

Eagle Materials has an Implied Volatility (IV) of 45.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EXP is 47 and the Implied Volatility Percentile (IVP) is 79. The current Implied Volatility Index for EXP is 0.84 standard deviations away from its 1 year mean.

Market Cap$4.01B
Dividend Yield0.94% ($1.00)
Next Earnings Date10/27/2022 (24d)
Implied Volatility (IV) 30d
45.39
Implied Volatility Rank (IVR) 1y
47.42
Implied Volatility Percentile (IVP) 1y
78.94
Historical Volatility (HV) 30d
31.03
IV / HV
1.46
Open Interest
1.48K
Option Volume
28.00
Put/Call Ratio (Volume)
0.04

Data was calculated after the 9/30/2022 closing.

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