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ITT - ITT
Implied Volatility Analysis

Implied Volatility:
44.8%
Put/Call-Ratio:
0.04

ITT has an Implied Volatility (IV) of 44.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ITT is 40 and the Implied Volatility Percentile (IVP) is 90. The current Implied Volatility Index for ITT is 1.22 standard deviations away from its 1 year mean.

Market Cap$5.48B
Dividend Yield1.52% ($1.01)
Next Earnings Date11/3/2022 (35d)
Implied Volatility (IV) 30d
44.80
Implied Volatility Rank (IVR) 1y
40.06
Implied Volatility Percentile (IVP) 1y
90.40
Historical Volatility (HV) 30d
30.31
IV / HV
1.48
Open Interest
1.61K
Option Volume
25.00
Put/Call Ratio (Volume)
0.04

Data was calculated after the 9/28/2022 closing.

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