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COOP - Mr. Cooper Group
Implied Volatility Analysis

Implied Volatility:
46.8%
Put/Call-Ratio:
1.15

Mr. Cooper Group has an Implied Volatility (IV) of 46.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for COOP is 23 and the Implied Volatility Percentile (IVP) is 61. The current Implied Volatility Index for COOP is -0.10 standard deviations away from its 1 year mean.

Market Cap$3.11B
Next Earnings Date10/27/2022 (35d)
Implied Volatility (IV) 30d
46.79
Implied Volatility Rank (IVR) 1y
22.50
Implied Volatility Percentile (IVP) 1y
61.18
Historical Volatility (HV) 30d
37.12
IV / HV
1.26
Open Interest
57.88K
Option Volume
947.00
Put/Call Ratio (Volume)
1.15

Data was calculated after the 9/21/2022 closing.

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