Olin has an Implied Volatility (IV) of 41.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for OLN is 2 and the Implied Volatility Percentile (IVP) is 2. The current Implied Volatility Index for OLN is -1.23 standard deviations away from its 1 year mean.
Market Cap | $7.67B |
---|---|
Dividend Yield | 1.51% ($0.80) |
Next Earnings Date | 10/20/2022 (72d) |
Next Dividend Date | 8/9/2022 (0d) ! |
Implied Volatility (IV) 30d | 41.81 |
Implied Volatility Rank (IVR) 1y | 1.84 |
Implied Volatility Percentile (IVP) 1y | 1.98 |
Historical Volatility (HV) 30d | 27.71 |
IV / HV | 1.51 |
Open Interest | 31.05K |
Option Volume | 1.50K |
Put/Call Ratio (Volume) | 0.61 |
Data was calculated after the 8/8/2022 closing.