← Back to Stock / ETF implied volatility screenerOLN - Olin
OLN - Olin
Implied Volatility Analysis
Implied Volatility:
41.8%
41.8%
Put/Call-Ratio:
0.61
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 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.
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