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 Yield | 1.46% ($0.80) |
Next Earnings Date | 4/27/2023 (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.