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FIVE - Five Below
Implied Volatility Analysis

Implied Volatility:
45.2%
Put/Call-Ratio:
2.17

Five Below has an Implied Volatility (IV) of 45.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FIVE is 11 and the Implied Volatility Percentile (IVP) is 10. The current Implied Volatility Index for FIVE is -1.30 standard deviations away from its 1 year mean.

Market Cap$10.03B
Implied Volatility (IV) 30d
45.16
Implied Volatility Rank (IVR) 1y
10.90
Implied Volatility Percentile (IVP) 1y
9.50
Historical Volatility (HV) 30d
71.44
IV / HV
0.63
Open Interest
32.96K
Option Volume
1.51K
Put/Call Ratio (Volume)
2.17

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

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