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SPR - Spirit Aerosystems Holdings - Class A
Implied Volatility Analysis

Implied Volatility:
70.7%
Put/Call-Ratio:
0.80

Spirit Aerosystems Holdings - Class A has an Implied Volatility (IV) of 70.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPR is 66 and the Implied Volatility Percentile (IVP) is 88. The current Implied Volatility Index for SPR is 1.25 standard deviations away from its 1 year mean.

Market Cap$2.41B
Dividend Yield0.17% ($0.04)
Next Earnings Date11/2/2022 (28d)
Implied Volatility (IV) 30d
70.71
Implied Volatility Rank (IVR) 1y
66.20
Implied Volatility Percentile (IVP) 1y
88.00
Historical Volatility (HV) 30d
67.44
IV / HV
1.05
Open Interest
59.47K
Option Volume
6.04K
Put/Call Ratio (Volume)
0.80

Data was calculated after the 10/4/2022 closing.

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