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GNRC - Generac Holdings
Implied Volatility Analysis

Implied Volatility:
59.4%
Put/Call-Ratio:
0.54

Generac Holdings has an Implied Volatility (IV) of 59.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GNRC is 36 and the Implied Volatility Percentile (IVP) is 26. The current Implied Volatility Index for GNRC is -0.65 standard deviations away from its 1 year mean.

Market Cap$6.63B
Next Earnings Date5/3/2023 (39d)
Implied Volatility (IV) 30d
59.41
Implied Volatility Rank (IVR) 1y
35.54
Implied Volatility Percentile (IVP) 1y
25.79
Historical Volatility (HV) 30d
38.50
IV / HV
1.54
Open Interest
100.19K
Option Volume
4.93K
Put/Call Ratio (Volume)
0.54

Data was calculated after the 3/24/2023 closing.

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