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FSS - Federal Signal
Implied Volatility Analysis

Implied Volatility:
39.8%

Federal Signal has an Implied Volatility (IV) of 39.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FSS is 2 and the Implied Volatility Percentile (IVP) is 1. The current Implied Volatility Index for FSS is -1.91 standard deviations away from its 1 year mean.

Market Cap$2.40B
Dividend Yield0.91% ($0.36)
Next Earnings Date11/9/2022 (48d)
Implied Volatility (IV) 30d
39.75
Implied Volatility Rank (IVR) 1y
2.11
Implied Volatility Percentile (IVP) 1y
0.80
Historical Volatility (HV) 30d
32.10
IV / HV
1.24
Open Interest
120.00

Data was calculated after the 9/21/2022 closing.

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