← Back to Stock / ETF implied volatility screener

SIG - Signet Jewelers
Implied Volatility Analysis

Implied Volatility:
71.7%
Put/Call-Ratio:
0.55

Signet Jewelers has an Implied Volatility (IV) of 71.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SIG is 34 and the Implied Volatility Percentile (IVP) is 34. The current Implied Volatility Index for SIG is -0.42 standard deviations away from its 1 year mean.

Market Cap$2.63B
Dividend Yield1.33% ($0.76)
Next Earnings Date12/1/2022 (62d)
Next Dividend Date10/27/2022 (27d)
Implied Volatility (IV) 30d
71.67
Implied Volatility Rank (IVR) 1y
33.55
Implied Volatility Percentile (IVP) 1y
34.39
Historical Volatility (HV) 30d
73.00
IV / HV
0.98
Open Interest
30.38K
Option Volume
948.00
Put/Call Ratio (Volume)
0.55

Data was calculated after the 9/29/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.