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VMC - Vulcan Materials
Implied Volatility Analysis

Implied Volatility:
37.6%
Put/Call-Ratio:
0.02

Vulcan Materials has an Implied Volatility (IV) of 37.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VMC is 42 and the Implied Volatility Percentile (IVP) is 69. The current Implied Volatility Index for VMC is 0.51 standard deviations away from its 1 year mean.

Market Cap$18.80B
Dividend Yield1.09% ($1.53)
Next Earnings Date8/4/2022 (38d)
Implied Volatility (IV) 30d
37.57
Implied Volatility Rank (IVR) 1y
41.60
Implied Volatility Percentile (IVP) 1y
68.83
Historical Volatility (HV) 30d
34.38
IV / HV
1.09
Open Interest
8.47K
Option Volume
1.49K
Put/Call Ratio (Volume)
0.02

Data was calculated after the 6/24/2022 closing.

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