← Back to Stock / ETF implied volatility screener

FDS - Factset Research Systems
Implied Volatility Analysis

Implied Volatility:
34.2%
Put/Call-Ratio:
0.43

Factset Research Systems has an Implied Volatility (IV) of 34.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FDS is 38 and the Implied Volatility Percentile (IVP) is 41. The current Implied Volatility Index for FDS is -0.23 standard deviations away from its 1 year mean.

Market Cap$17.30B
Dividend Yield0.77% ($3.48)
Next Earnings Date12/20/2022 (12d) !
Implied Volatility (IV) 30d
34.19
Implied Volatility Rank (IVR) 1y
38.00
Implied Volatility Percentile (IVP) 1y
40.61
Historical Volatility (HV) 30d
28.85
IV / HV
1.19
Open Interest
2.29K
Option Volume
43.00
Put/Call Ratio (Volume)
0.43

Data was calculated after the 12/7/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.