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OLN - Olin
Implied Volatility Analysis

Implied Volatility:
41.8%
Put/Call-Ratio:
0.61

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 Yield1.51% ($0.80)
Next Earnings Date10/20/2022 (72d)
Next Dividend Date8/9/2022 (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.

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