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RRX - Regal Rexnord
Implied Volatility Analysis

Implied Volatility:
47.8%

Regal Rexnord has an Implied Volatility (IV) of 47.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for RRX is 65 and the Implied Volatility Percentile (IVP) is 86. The current Implied Volatility Index for RRX is 0.92 standard deviations away from its 1 year mean.

Market Cap$7.95B
Dividend Yield1.13% ($1.35)
Next Earnings Date2/1/2023 (55d)
Next Dividend Date12/29/2022 (21d)
Implied Volatility (IV) 30d
47.78
Implied Volatility Rank (IVR) 1y
64.95
Implied Volatility Percentile (IVP) 1y
85.55
Historical Volatility (HV) 30d
42.02
IV / HV
1.14
Open Interest
8.90K
Option Volume
7.00

Data was calculated after the 12/7/2022 closing.

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