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SLCA - U.S. Silica Holdings
Implied Volatility Analysis

Implied Volatility:
76.0%
Put/Call-Ratio:
0.13

U.S. Silica Holdings has an Implied Volatility (IV) of 76.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SLCA is 24 and the Implied Volatility Percentile (IVP) is 21. The current Implied Volatility Index for SLCA is -0.87 standard deviations away from its 1 year mean.

Market Cap$928.58M
Next Earnings Date10/28/2022 (36d)
Implied Volatility (IV) 30d
75.98
Implied Volatility Rank (IVR) 1y
24.31
Implied Volatility Percentile (IVP) 1y
20.55
Historical Volatility (HV) 30d
74.94
IV / HV
1.01
Open Interest
33.88K
Option Volume
439.00
Put/Call Ratio (Volume)
0.13

Data was calculated after the 9/21/2022 closing.

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