← Back to Stock / ETF implied volatility screenerSPLK - Splunk
SPLK - Splunk
Implied Volatility Analysis
Implied Volatility:
46.0%
46.0%
Put/Call-Ratio:
0.61
0.61
Splunk has an Implied Volatility (IV) of 46.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPLK is 7 and the Implied Volatility Percentile (IVP) is 5. The current Implied Volatility Index for SPLK is -1.38 standard deviations away from its 1 year mean.
| Market Cap | $14.94B |
|---|---|
| Next Earnings Date | 5/24/2023 (60d) |
| Implied Volatility (IV) 30d | 46.04 |
| Implied Volatility Rank (IVR) 1y | 6.64 |
| Implied Volatility Percentile (IVP) 1y | 4.76 |
| Historical Volatility (HV) 30d | 35.92 |
| IV / HV | 1.28 |
| Open Interest | 162.11K |
| Option Volume | 2.40K |
| Put/Call Ratio (Volume) | 0.61 |
Data was calculated after the 3/24/2023 closing.
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