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FANG - Diamondback Energy
Implied Volatility Analysis

Implied Volatility:
66.0%
Put/Call-Ratio:
0.46

Diamondback Energy has an Implied Volatility (IV) of 66.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FANG is 93 and the Implied Volatility Percentile (IVP) is 92. The current Implied Volatility Index for FANG is 1.46 standard deviations away from its 1 year mean.

Market Cap$21.16B
Dividend Yield1.87% ($2.24)
Next Earnings Date8/1/2022 (37d)
Implied Volatility (IV) 30d
65.95
Implied Volatility Rank (IVR) 1y
92.59
Implied Volatility Percentile (IVP) 1y
91.90
Historical Volatility (HV) 30d
65.63
IV / HV
1.00
Open Interest
244.55K
Option Volume
8.37K
Put/Call Ratio (Volume)
0.46

Data was calculated after the 6/24/2022 closing.

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