← Back to Stock / ETF implied volatility screener

GO - Grocery Outlet Holding
Implied Volatility Analysis

Implied Volatility:
43.7%
Put/Call-Ratio:
0.55

Grocery Outlet Holding has an Implied Volatility (IV) of 43.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GO is 4 and the Implied Volatility Percentile (IVP) is 17. The current Implied Volatility Index for GO is -0.82 standard deviations away from its 1 year mean.

Market Cap$3.35B
Next Earnings Date11/8/2022 (44d)
Implied Volatility (IV) 30d
43.70
Implied Volatility Rank (IVR) 1y
3.82
Implied Volatility Percentile (IVP) 1y
17.20
Historical Volatility (HV) 30d
25.11
IV / HV
1.74
Open Interest
10.15K
Option Volume
381.00
Put/Call Ratio (Volume)
0.55

Data was calculated after the 9/23/2022 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.