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GMS - GMS
Implied Volatility Analysis

Implied Volatility:
82.0%
Put/Call-Ratio:
1.00

GMS has an Implied Volatility (IV) of 82.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GMS is 45 and the Implied Volatility Percentile (IVP) is 89. The current Implied Volatility Index for GMS is 1.24 standard deviations away from its 1 year mean.

Market Cap$1.74B
Next Earnings Date12/1/2022 (66d)
Implied Volatility (IV) 30d
81.99
Implied Volatility Rank (IVR) 1y
44.75
Implied Volatility Percentile (IVP) 1y
88.80
Historical Volatility (HV) 30d
38.77
IV / HV
2.11
Open Interest
359.00
Option Volume
4.00
Put/Call Ratio (Volume)
1.00

Data was calculated after the 9/23/2022 closing.

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