← Back to Stock / ETF implied volatility screenerPOOL - Pool Corporation
POOL - Pool Corporation
Implied Volatility Analysis
Implied Volatility:
45.2%
45.2%
Put/Call-Ratio:
3.37
3.37
Pool Corporation has an Implied Volatility (IV) of 45.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for POOL is 30 and the Implied Volatility Percentile (IVP) is 42. The current Implied Volatility Index for POOL is -0.34 standard deviations away from its 1 year mean.
| Market Cap | $14.14B |
|---|---|
| Dividend Yield | 1.05% ($3.78) |
| Next Earnings Date | 4/20/2023 (31d) |
| Implied Volatility (IV) 30d | 45.22 |
| Implied Volatility Rank (IVR) 1y | 30.00 |
| Implied Volatility Percentile (IVP) 1y | 42.47 |
| Historical Volatility (HV) 30d | 28.22 |
| IV / HV | 1.60 |
| Open Interest | 20.55K |
| Option Volume | 201.00 |
| Put/Call Ratio (Volume) | 3.37 |
Data was calculated after the 3/17/2023 closing.
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