← Back to Stock / ETF implied volatility screenerSGFY - Signify Health - Class A
SGFY - Signify Health - Class A
Implied Volatility Analysis
Implied Volatility:
126.7%
126.7%
Signify Health - Class A has an Implied Volatility (IV) of 126.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SGFY is 52 and the Implied Volatility Percentile (IVP) is 88. The current Implied Volatility Index for SGFY is 1.06 standard deviations away from its 1 year mean.
| Market Cap | $5.11B |
|---|---|
| Next Earnings Date | 5/3/2023 (46d) |
| Implied Volatility (IV) 30d | 126.71 |
| Implied Volatility Rank (IVR) 1y | 51.87 |
| Implied Volatility Percentile (IVP) 1y | 87.70 |
| Historical Volatility (HV) 30d | 7.24 |
| IV / HV | 17.50 |
| Open Interest | 5.87K |
| Option Volume | 3.00 |
Data was calculated after the 3/17/2023 closing.
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