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SIRI - Sirius XM Holdings
Implied Volatility Analysis

Implied Volatility:
82.7%
Put/Call-Ratio:
2.75

Sirius XM Holdings has an Implied Volatility (IV) of 82.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SIRI is 55 and the Implied Volatility Percentile (IVP) is 98. The current Implied Volatility Index for SIRI is 2.36 standard deviations away from its 1 year mean.

Market Cap$23.17B
Dividend Yield1.46% ($0.09)
Next Earnings Date10/27/2022 (27d)
Implied Volatility (IV) 30d
82.73
Implied Volatility Rank (IVR) 1y
54.91
Implied Volatility Percentile (IVP) 1y
98.02
Historical Volatility (HV) 30d
23.99
IV / HV
3.45
Open Interest
531.99K
Option Volume
390.00
0
Put/Call Ratio (Volume)
2.75

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

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