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OSH - Oak Street Health
Implied Volatility Analysis

Implied Volatility:
81.1%
Put/Call-Ratio:
0.15

Oak Street Health has an Implied Volatility (IV) of 81.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for OSH is 11 and the Implied Volatility Percentile (IVP) is 15. The current Implied Volatility Index for OSH is -1.11 standard deviations away from its 1 year mean.

Market Cap$4.67B
Next Earnings Date2/27/2023 (92d)
Implied Volatility (IV) 30d
81.12
Implied Volatility Rank (IVR) 1y
10.75
Implied Volatility Percentile (IVP) 1y
15.48
Historical Volatility (HV) 30d
86.00
IV / HV
0.94
Open Interest
99.89K
Option Volume
39.00
Put/Call Ratio (Volume)
0.15

Data was calculated after the 11/25/2022 closing.

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