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FANG - Diamondback Energy
Implied Volatility Analysis

Implied Volatility:
58.1%
Put/Call-Ratio:
0.35

Diamondback Energy has an Implied Volatility (IV) of 58.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FANG is 64 and the Implied Volatility Percentile (IVP) is 58. The current Implied Volatility Index for FANG is 0.23 standard deviations away from its 1 year mean.

Market Cap$20.97B
Dividend Yield2.08% ($2.51)
Next Earnings Date11/7/2022 (36d)
Implied Volatility (IV) 30d
58.13
Implied Volatility Rank (IVR) 1y
63.67
Implied Volatility Percentile (IVP) 1y
58.00
Historical Volatility (HV) 30d
48.51
IV / HV
1.20
Open Interest
190.31K
Option Volume
5.18K
Put/Call Ratio (Volume)
0.35

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

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