← Back to Stock / ETF implied volatility screenerHSIC - Henry Schein
HSIC - Henry Schein
Implied Volatility Analysis
Implied Volatility:
30.3%
30.3%
Put/Call-Ratio:
0.09
0.09
Henry Schein has an Implied Volatility (IV) of 30.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for HSIC is 22 and the Implied Volatility Percentile (IVP) is 36. The current Implied Volatility Index for HSIC is -0.45 standard deviations away from its 1 year mean.
| Market Cap | $10.46B |
|---|---|
| Next Earnings Date | 5/2/2023 (34d) |
| Implied Volatility (IV) 30d | 30.29 |
| Implied Volatility Rank (IVR) 1y | 21.97 |
| Implied Volatility Percentile (IVP) 1y | 35.92 |
| Historical Volatility (HV) 30d | 18.84 |
| IV / HV | 1.61 |
| Open Interest | 10.06K |
| Option Volume | 12.00 |
| Put/Call Ratio (Volume) | 0.09 |
Data was calculated after the 3/28/2023 closing.
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