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SFM - Sprouts Farmers Market
Implied Volatility Analysis

Implied Volatility:
43.7%
Put/Call-Ratio:
0.46

Sprouts Farmers Market has an Implied Volatility (IV) of 43.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SFM is 25 and the Implied Volatility Percentile (IVP) is 61. The current Implied Volatility Index for SFM is 0.12 standard deviations away from its 1 year mean.

Market Cap$3.02B
Next Earnings Date11/3/2022 (28d)
Implied Volatility (IV) 30d
43.70
Implied Volatility Rank (IVR) 1y
24.69
Implied Volatility Percentile (IVP) 1y
61.20
Historical Volatility (HV) 30d
36.20
IV / HV
1.21
Open Interest
27.97K
Option Volume
554.00
Put/Call Ratio (Volume)
0.46

Data was calculated after the 10/5/2022 closing.

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