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GNRC - Generac Holdings
Implied Volatility Analysis

Implied Volatility:
71.5%
Put/Call-Ratio:
0.19

Generac Holdings has an Implied Volatility (IV) of 71.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GNRC is 75 and the Implied Volatility Percentile (IVP) is 91. The current Implied Volatility Index for GNRC is 1.36 standard deviations away from its 1 year mean.

Market Cap$11.96B
Next Earnings Date11/1/2022 (32d)
Implied Volatility (IV) 30d
71.48
Implied Volatility Rank (IVR) 1y
74.67
Implied Volatility Percentile (IVP) 1y
91.20
Historical Volatility (HV) 30d
60.18
IV / HV
1.19
Open Interest
77.65K
Option Volume
14.08K
Put/Call Ratio (Volume)
0.19

Data was calculated after the 9/29/2022 closing.

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