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LDOS - Leidos Holdings
Implied Volatility Analysis

Implied Volatility:
28.4%
Put/Call-Ratio:
0.03

Leidos Holdings has an Implied Volatility (IV) of 28.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for LDOS is 15 and the Implied Volatility Percentile (IVP) is 20. The current Implied Volatility Index for LDOS is -0.84 standard deviations away from its 1 year mean.

Market Cap$13.32B
Dividend Yield1.47% ($1.43)
Next Earnings Date5/2/2023 (43d)
Implied Volatility (IV) 30d
28.40
Implied Volatility Rank (IVR) 1y
15.23
Implied Volatility Percentile (IVP) 1y
19.63
Historical Volatility (HV) 30d
17.74
IV / HV
1.60
Open Interest
5.09K
Option Volume
862.00
Put/Call Ratio (Volume)
0.03

Data was calculated after the 3/17/2023 closing.

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