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SGFY - Signify Health - Class A
Implied Volatility Analysis

Implied Volatility:
17.8%
Put/Call-Ratio:
3.13

Signify Health - Class A has an Implied Volatility (IV) of 17.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SGFY is 2 and the Implied Volatility Percentile (IVP) is 1. The current Implied Volatility Index for SGFY is -3.00 standard deviations away from its 1 year mean.

Market Cap$5.15B
Next Earnings Date11/2/2022 (34d)
Implied Volatility (IV) 30d
17.79
Implied Volatility Rank (IVR) 1y
1.67
Implied Volatility Percentile (IVP) 1y
0.80
Historical Volatility (HV) 30d
9.83
IV / HV
1.81
Open Interest
35.18K
Option Volume
161.00
Put/Call Ratio (Volume)
3.13

Data was calculated after the 9/28/2022 closing.

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