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POOL - Pool Corporation
Implied Volatility Analysis

Implied Volatility:
56.2%
Put/Call-Ratio:
13.53

Pool Corporation has an Implied Volatility (IV) of 56.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for POOL is 81 and the Implied Volatility Percentile (IVP) is 95. The current Implied Volatility Index for POOL is 1.69 standard deviations away from its 1 year mean.

Market Cap$14.08B
Dividend Yield0.97% ($3.39)
Next Earnings Date7/21/2022 (19d)
Implied Volatility (IV) 30d
56.16
Implied Volatility Rank (IVR) 1y
80.75
Implied Volatility Percentile (IVP) 1y
94.74
Historical Volatility (HV) 30d
50.49
IV / HV
1.11
Open Interest
6.35K
Option Volume
436.00
Put/Call Ratio (Volume)
13.53

Data was calculated after the 7/1/2022 closing.

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