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SAIA - Saia
Implied Volatility Analysis

Implied Volatility:
53.8%
Put/Call-Ratio:
0.38

Saia has an Implied Volatility (IV) of 53.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SAIA is 27 and the Implied Volatility Percentile (IVP) is 37. The current Implied Volatility Index for SAIA is -0.37 standard deviations away from its 1 year mean.

Market Cap$6.60B
Next Earnings Date10/27/2022 (76d)
Implied Volatility (IV) 30d
53.75
Implied Volatility Rank (IVR) 1y
27.09
Implied Volatility Percentile (IVP) 1y
36.80
Historical Volatility (HV) 30d
53.18
IV / HV
1.01
Open Interest
7.00K
Option Volume
36.00
Put/Call Ratio (Volume)
0.38

Data was calculated after the 8/11/2022 closing.

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