← Back to Stock / ETF implied volatility screener

RAIL - FreightCar America
Implied Volatility Analysis

Implied Volatility:
146.0%
Put/Call-Ratio:
0.12

FreightCar America has an Implied Volatility (IV) of 146.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for RAIL is 21 and the Implied Volatility Percentile (IVP) is 49. The current Implied Volatility Index for RAIL is -0.22 standard deviations away from its 1 year mean.

Market Cap$64.47M
Next Earnings Date11/14/2022 (40d)
Implied Volatility (IV) 30d
146.00
Implied Volatility Rank (IVR) 1y
20.56
Implied Volatility Percentile (IVP) 1y
48.61
Historical Volatility (HV) 30d
29.52
IV / HV
4.95
Open Interest
4.27K
Option Volume
130.00
Put/Call Ratio (Volume)
0.12

Data was calculated after the 10/4/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.