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GFS - GlobalFoundries
Implied Volatility Analysis

Implied Volatility:
56.8%
Put/Call-Ratio:
1.38

GlobalFoundries has an Implied Volatility (IV) of 56.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GFS is 10 and the Implied Volatility Percentile (IVP) is 5. The current Implied Volatility Index for GFS is -1.54 standard deviations away from its 1 year mean.

Market Cap$32.34B
Next Earnings Date2/7/2023 (61d)
Implied Volatility (IV) 30d
56.82
Implied Volatility Rank (IVR) 1y
10.12
Implied Volatility Percentile (IVP) 1y
5.14
Historical Volatility (HV) 30d
45.72
IV / HV
1.24
Open Interest
31.84K
Option Volume
395.00
Put/Call Ratio (Volume)
1.38

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

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