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OSH - Oak Street Health
Implied Volatility Analysis

Implied Volatility:
69.2%
Put/Call-Ratio:
1.25

Oak Street Health has an Implied Volatility (IV) of 69.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for OSH is 16 and the Implied Volatility Percentile (IVP) is 11. The current Implied Volatility Index for OSH is -1.25 standard deviations away from its 1 year mean.

Market Cap$6.97B
Next Earnings Date11/7/2022 (85d)
Implied Volatility (IV) 30d
69.15
Implied Volatility Rank (IVR) 1y
16.14
Implied Volatility Percentile (IVP) 1y
10.80
Historical Volatility (HV) 30d
45.50
IV / HV
1.52
Open Interest
98.04K
Option Volume
171.00
Put/Call Ratio (Volume)
1.25

Data was calculated after the 8/12/2022 closing.

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