← Back to Stock / ETF implied volatility screener

OLN - Olin
Implied Volatility Analysis

Implied Volatility:
48.1%
Put/Call-Ratio:
0.33

Olin has an Implied Volatility (IV) of 48.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for OLN is 33 and the Implied Volatility Percentile (IVP) is 46. The current Implied Volatility Index for OLN is -0.21 standard deviations away from its 1 year mean.

Market Cap$7.12B
Dividend Yield1.46% ($0.80)
Next Earnings Date4/27/2023 (26d)
Implied Volatility (IV) 30d
48.15
Implied Volatility Rank (IVR) 1y
32.95
Implied Volatility Percentile (IVP) 1y
45.93
Historical Volatility (HV) 30d
38.00
IV / HV
1.27
Open Interest
13.97K
Option Volume
917.00
Put/Call Ratio (Volume)
0.33

Data was calculated after the 3/31/2023 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.