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GNRC - Generac Holdings
Implied Volatility Analysis

Implied Volatility:
64.8%
Put/Call-Ratio:
0.53

Generac Holdings has an Implied Volatility (IV) of 64.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GNRC is 69 and the Implied Volatility Percentile (IVP) is 82. The current Implied Volatility Index for GNRC is 1.12 standard deviations away from its 1 year mean.

Market Cap$14.16B
Next Earnings Date7/27/2022 (31d)
Implied Volatility (IV) 30d
64.79
Implied Volatility Rank (IVR) 1y
68.65
Implied Volatility Percentile (IVP) 1y
81.99
Historical Volatility (HV) 30d
76.41
IV / HV
0.85
Open Interest
46.55K
Option Volume
2.68K
Put/Call Ratio (Volume)
0.53

Data was calculated after the 6/24/2022 closing.

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