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SEM - Select Medical Holdings Corporation
Implied Volatility Analysis

Implied Volatility:
68.6%

Select Medical Holdings Corporation has an Implied Volatility (IV) of 68.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SEM is 13 and the Implied Volatility Percentile (IVP) is 29. The current Implied Volatility Index for SEM is -0.65 standard deviations away from its 1 year mean.

Market Cap$3.24B
Dividend Yield1.93% ($0.50)
Next Earnings Date11/3/2022 (42d)
Implied Volatility (IV) 30d
68.56
Implied Volatility Rank (IVR) 1y
13.36
Implied Volatility Percentile (IVP) 1y
28.60
Historical Volatility (HV) 30d
39.61
IV / HV
1.73
Open Interest
361.00

Data was calculated after the 9/21/2022 closing.

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