← Back to Stock / ETF implied volatility screenerOLN - Olin
OLN - Olin
Implied Volatility Analysis
Implied Volatility:
43.6%
43.6%
Put/Call-Ratio:
4.33
4.33
Olin has an Implied Volatility (IV) of 43.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for OLN is 10 and the Implied Volatility Percentile (IVP) is 10. The current Implied Volatility Index for OLN is -1.19 standard deviations away from its 1 year mean.
| Market Cap | $7.95B |
|---|---|
| Dividend Yield | 1.37% ($0.80) |
| Next Earnings Date | 1/26/2023 (60d) |
| Implied Volatility (IV) 30d | 43.56 |
| Implied Volatility Rank (IVR) 1y | 10.01 |
| Implied Volatility Percentile (IVP) 1y | 9.52 |
| Historical Volatility (HV) 30d | 48.72 |
| IV / HV | 0.89 |
| Open Interest | 23.16K |
| Option Volume | 725.00 |
| Put/Call Ratio (Volume) | 4.33 |
Data was calculated after the 11/25/2022 closing.
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