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SIRI - Sirius XM Holdings
Implied Volatility Analysis

Implied Volatility:
50.9%
Put/Call-Ratio:
0.12

Sirius XM Holdings has an Implied Volatility (IV) of 50.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SIRI is 33 and the Implied Volatility Percentile (IVP) is 70. The current Implied Volatility Index for SIRI is 0.14 standard deviations away from its 1 year mean.

Market Cap$23.34B
Dividend Yield1.33% ($0.08)
Next Earnings Date7/26/2022 (32d)
Implied Volatility (IV) 30d
50.89
Implied Volatility Rank (IVR) 1y
33.02
Implied Volatility Percentile (IVP) 1y
69.57
Historical Volatility (HV) 30d
28.38
IV / HV
1.79
Open Interest
213.15K
Option Volume
2.31K
Put/Call Ratio (Volume)
0.12

Data was calculated after the 6/23/2022 closing.

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