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CPRI - Capri Holdings
Implied Volatility Analysis

Implied Volatility:
60.4%
Put/Call-Ratio:
0.55

Capri Holdings has an Implied Volatility (IV) of 60.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CPRI is 35 and the Implied Volatility Percentile (IVP) is 58. The current Implied Volatility Index for CPRI is 0.08 standard deviations away from its 1 year mean.

Market Cap$7.08B
Next Earnings Date8/9/2022 (0d) !
Implied Volatility (IV) 30d
60.44
Implied Volatility Rank (IVR) 1y
35.07
Implied Volatility Percentile (IVP) 1y
57.94
Historical Volatility (HV) 30d
40.80
IV / HV
1.48
Open Interest
72.28K
Option Volume
10.68K
Put/Call Ratio (Volume)
0.55

Data was calculated after the 8/8/2022 closing.

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