← Back to Stock / ETF implied volatility screener

VMC - Vulcan Materials
Implied Volatility Analysis

Implied Volatility:
32.8%
Put/Call-Ratio:
0.98

Vulcan Materials has an Implied Volatility (IV) of 32.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VMC is 21 and the Implied Volatility Percentile (IVP) is 27. The current Implied Volatility Index for VMC is -0.78 standard deviations away from its 1 year mean.

Market Cap$23.79B
Dividend Yield0.89% ($1.59)
Next Earnings Date2/16/2023 (71d)
Implied Volatility (IV) 30d
32.78
Implied Volatility Rank (IVR) 1y
21.09
Implied Volatility Percentile (IVP) 1y
26.88
Historical Volatility (HV) 30d
30.89
IV / HV
1.06
Open Interest
5.59K
Option Volume
89.00
Put/Call Ratio (Volume)
0.98

Data was calculated after the 12/6/2022 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.