← Back to Stock / ETF implied volatility screenerLDOS - Leidos Holdings
LDOS - Leidos Holdings
Implied Volatility Analysis
Implied Volatility:
31.4%
31.4%
Put/Call-Ratio:
0.47
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 Yield | 1.33% ($1.43) |
| Next Earnings Date | 2/14/2023 (78d) |
| Next Dividend Date | 12/14/2022 (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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