← Back to Stock / ETF implied volatility screener

SNA - Snap-on
Implied Volatility Analysis

Implied Volatility:
24.9%
Put/Call-Ratio:
0.33

Snap-on has an Implied Volatility (IV) of 24.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SNA is 5 and the Implied Volatility Percentile (IVP) is 3. The current Implied Volatility Index for SNA is -1.68 standard deviations away from its 1 year mean.

Market Cap$12.82B
Dividend Yield2.41% ($5.82)
Next Earnings Date2/2/2023 (66d)
Implied Volatility (IV) 30d
24.90
Implied Volatility Rank (IVR) 1y
4.59
Implied Volatility Percentile (IVP) 1y
2.78
Historical Volatility (HV) 30d
20.73
IV / HV
1.20
Open Interest
1.81K
Option Volume
32.00
Put/Call Ratio (Volume)
0.33

Data was calculated after the 11/25/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.