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ROCK - Gibraltar Industries
Implied Volatility Analysis

Implied Volatility:
45.9%

Gibraltar Industries has an Implied Volatility (IV) of 45.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ROCK is 7 and the Implied Volatility Percentile (IVP) is 5. The current Implied Volatility Index for ROCK is -1.27 standard deviations away from its 1 year mean.

Market Cap$1.57B
Next Earnings Date2/22/2023 (82d)
Implied Volatility (IV) 30d
45.88
Implied Volatility Rank (IVR) 1y
6.94
Implied Volatility Percentile (IVP) 1y
4.74
Historical Volatility (HV) 30d
39.35
IV / HV
1.17
Open Interest
515.00
Option Volume
10.00

Data was calculated after the 12/1/2022 closing.

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