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LDOS - Leidos Holdings
Implied Volatility Analysis

Implied Volatility:
31.4%
Put/Call-Ratio:
0.47

Leidos Holdings has an Implied Volatility (IV) of 31.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for LDOS is 21 and the Implied Volatility Percentile (IVP) is 33. The current Implied Volatility Index for LDOS is -0.57 standard deviations away from its 1 year mean.

Market Cap$14.70B
Dividend Yield1.33% ($1.43)
Next Earnings Date2/14/2023 (78d)
Next Dividend Date12/14/2022 (16d)
Implied Volatility (IV) 30d
31.45
Implied Volatility Rank (IVR) 1y
20.52
Implied Volatility Percentile (IVP) 1y
33.06
Historical Volatility (HV) 30d
22.28
IV / HV
1.41
Open Interest
2.63K
Option Volume
75.00
Put/Call Ratio (Volume)
0.47

Data was calculated after the 11/25/2022 closing.

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