← Back to Stock / ETF implied volatility screenerSIRI - Sirius XM Holdings
SIRI - Sirius XM Holdings
Implied Volatility Analysis
Implied Volatility:
86.1%
86.1%
Put/Call-Ratio:
0.21
0.21
Sirius XM Holdings has an Implied Volatility (IV) of 86.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SIRI is 90 and the Implied Volatility Percentile (IVP) is 99. The current Implied Volatility Index for SIRI is 4.09 standard deviations away from its 1 year mean.
| Market Cap | $16.53B |
|---|---|
| Dividend Yield | 2.15% ($0.09) |
| Next Earnings Date | 4/27/2023 (38d) |
| Implied Volatility (IV) 30d | 86.07 |
| Implied Volatility Rank (IVR) 1y | 89.52 |
| Implied Volatility Percentile (IVP) 1y | 99.21 |
| Historical Volatility (HV) 30d | 34.78 |
| IV / HV | 2.47 |
| Open Interest | 487.25K |
| Option Volume | 7.22K |
| Put/Call Ratio (Volume) | 0.21 |
Data was calculated after the 3/17/2023 closing.
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