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AMBC - AMBAC Financial Group
Implied Volatility Analysis

Implied Volatility:
213.1%
Put/Call-Ratio:
0.10

AMBAC Financial Group has an Implied Volatility (IV) of 213.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AMBC is 45 and the Implied Volatility Percentile (IVP) is 94. The current Implied Volatility Index for AMBC is 1.84 standard deviations away from its 1 year mean.

Market Cap$560.69M
Next Earnings Date11/7/2022 (38d)
Implied Volatility (IV) 30d
213.05
Implied Volatility Rank (IVR) 1y
44.96
Implied Volatility Percentile (IVP) 1y
94.40
Historical Volatility (HV) 30d
39.74
IV / HV
5.36
Open Interest
37.02K
Option Volume
203.00
Put/Call Ratio (Volume)
0.10

Data was calculated after the 9/28/2022 closing.

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