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GFS - GlobalFoundries
Implied Volatility Analysis

Implied Volatility:
67.9%
Put/Call-Ratio:
0.41

GlobalFoundries has an Implied Volatility (IV) of 67.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GFS is 16 and the Implied Volatility Percentile (IVP) is 22. The current Implied Volatility Index for GFS is -0.79 standard deviations away from its 1 year mean.

Market Cap$21.45B
Next Earnings Date8/9/2022 (37d)
Implied Volatility (IV) 30d
67.94
Implied Volatility Rank (IVR) 1y
16.31
Implied Volatility Percentile (IVP) 1y
21.85
Historical Volatility (HV) 30d
50.55
IV / HV
1.34
Open Interest
22.91K
Option Volume
1.12K
Put/Call Ratio (Volume)
0.41

Data was calculated after the 7/1/2022 closing.

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