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SWBI - Smith & Wesson Brands
Implied Volatility Analysis

Implied Volatility:
59.0%
Put/Call-Ratio:
0.30

Smith & Wesson Brands has an Implied Volatility (IV) of 59.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SWBI is 31 and the Implied Volatility Percentile (IVP) is 47. The current Implied Volatility Index for SWBI is -0.13 standard deviations away from its 1 year mean.

Market Cap$477.43M
Dividend Yield3.41% ($0.36)
Next Earnings Date12/1/2022 (61d)
Implied Volatility (IV) 30d
58.99
Implied Volatility Rank (IVR) 1y
30.67
Implied Volatility Percentile (IVP) 1y
46.64
Historical Volatility (HV) 30d
44.89
IV / HV
1.31
Open Interest
52.83K
Option Volume
966.00
Put/Call Ratio (Volume)
0.30

Data was calculated after the 9/30/2022 closing.

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