← Back to Stock / ETF implied volatility screenerFANG - Diamondback Energy
FANG - Diamondback Energy
Implied Volatility Analysis
Implied Volatility:
44.1%
44.1%
Put/Call-Ratio:
0.82
0.82
Diamondback Energy has an Implied Volatility (IV) of 44.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FANG is 47 and the Implied Volatility Percentile (IVP) is 39. The current Implied Volatility Index for FANG is -0.37 standard deviations away from its 1 year mean.
| Market Cap | $23.25B |
|---|---|
| Dividend Yield | 2.34% ($2.96) |
| Next Earnings Date | 5/1/2023 (37d) |
| Implied Volatility (IV) 30d | 44.15 |
| Implied Volatility Rank (IVR) 1y | 46.53 |
| Implied Volatility Percentile (IVP) 1y | 39.29 |
| Historical Volatility (HV) 30d | 41.95 |
| IV / HV | 1.05 |
| Open Interest | 112.16K |
| Option Volume | 2.02K |
| Put/Call Ratio (Volume) | 0.82 |
Data was calculated after the 3/24/2023 closing.
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