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SKYW - Skywest
Implied Volatility Analysis

Implied Volatility:
139.0%
Put/Call-Ratio:
9.20

Skywest has an Implied Volatility (IV) of 139.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SKYW is 100 and the Implied Volatility Percentile (IVP) is 100. The current Implied Volatility Index for SKYW is 5.37 standard deviations away from its 1 year mean.

Market Cap$967.23M
Next Earnings Date10/27/2022 (41d)
Implied Volatility (IV) 30d
138.99
Implied Volatility Rank (IVR) 1y
100.00
Implied Volatility Percentile (IVP) 1y
100.00
Historical Volatility (HV) 30d
42.29
IV / HV
3.29
Open Interest
7.07K
Option Volume
153.00
Put/Call Ratio (Volume)
9.20

Data was calculated after the 9/15/2022 closing.

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