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POOL - Pool Corporation
Implied Volatility Analysis

Implied Volatility:
43.7%
Put/Call-Ratio:
1.60

Pool Corporation has an Implied Volatility (IV) of 43.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for POOL is 40 and the Implied Volatility Percentile (IVP) is 32. The current Implied Volatility Index for POOL is -0.41 standard deviations away from its 1 year mean.

Market Cap$12.98B
Dividend Yield1.14% ($3.78)
Next Earnings Date2/16/2023 (81d)
Implied Volatility (IV) 30d
43.68
Implied Volatility Rank (IVR) 1y
39.70
Implied Volatility Percentile (IVP) 1y
31.75
Historical Volatility (HV) 30d
59.31
IV / HV
0.74
Open Interest
5.90K
Option Volume
39.00
Put/Call Ratio (Volume)
1.60

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

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