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OGN - Organon & Co.
Implied Volatility Analysis

Implied Volatility:
45.2%
Put/Call-Ratio:
0.06

Organon & Co. has an Implied Volatility (IV) of 45.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for OGN is 33 and the Implied Volatility Percentile (IVP) is 53. The current Implied Volatility Index for OGN is -0.06 standard deviations away from its 1 year mean.

Market Cap$8.52B
Dividend Yield3.29% ($1.11)
Next Earnings Date8/11/2022 (48d)
Implied Volatility (IV) 30d
45.18
Implied Volatility Rank (IVR) 1y
32.96
Implied Volatility Percentile (IVP) 1y
52.85
Historical Volatility (HV) 30d
31.98
IV / HV
1.41
Open Interest
14.89K
Option Volume
772.00
Put/Call Ratio (Volume)
0.06

Data was calculated after the 6/23/2022 closing.

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