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SAIA - Saia
Implied Volatility Analysis

Implied Volatility:
54.6%
Put/Call-Ratio:
0.58

Saia has an Implied Volatility (IV) of 54.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SAIA is 24 and the Implied Volatility Percentile (IVP) is 14. The current Implied Volatility Index for SAIA is -0.99 standard deviations away from its 1 year mean.

Market Cap$6.26B
Next Earnings Date2/2/2023 (66d)
Implied Volatility (IV) 30d
54.61
Implied Volatility Rank (IVR) 1y
23.64
Implied Volatility Percentile (IVP) 1y
14.48
Historical Volatility (HV) 30d
69.03
IV / HV
0.79
Open Interest
5.79K
Option Volume
41.00
Put/Call Ratio (Volume)
0.58

Data was calculated after the 11/25/2022 closing.

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