← Back to Stock / ETF implied volatility screener

GLDD - Great Lakes Dredge & Dock Corporation
Implied Volatility Analysis

Implied Volatility:
129.3%
Put/Call-Ratio:
31.95

Great Lakes Dredge & Dock Corporation has an Implied Volatility (IV) of 129.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GLDD is 63 and the Implied Volatility Percentile (IVP) is 96. The current Implied Volatility Index for GLDD is 1.91 standard deviations away from its 1 year mean.

Market Cap$589.96M
Next Earnings Date11/1/2022 (39d)
Implied Volatility (IV) 30d
129.30
Implied Volatility Rank (IVR) 1y
63.07
Implied Volatility Percentile (IVP) 1y
95.60
Historical Volatility (HV) 30d
31.27
IV / HV
4.13
Open Interest
1.30K
Option Volume
626.00
Put/Call Ratio (Volume)
31.95

Data was calculated after the 9/22/2022 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.