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OLN - Olin
Implied Volatility Analysis

Implied Volatility:
43.6%
Put/Call-Ratio:
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 Yield1.37% ($0.80)
Next Earnings Date1/26/2023 (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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