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CRESY - Cresud (ADR)
Implied Volatility Analysis

Implied Volatility:
98.5%
Put/Call-Ratio:
0.08

Cresud (ADR) has an Implied Volatility (IV) of 98.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CRESY is 12 and the Implied Volatility Percentile (IVP) is 31. The current Implied Volatility Index for CRESY is -0.56 standard deviations away from its 1 year mean.

Market Cap$358.95M
Next Earnings Date11/11/2022 (51d)
Implied Volatility (IV) 30d
98.52
Implied Volatility Rank (IVR) 1y
12.01
Implied Volatility Percentile (IVP) 1y
31.20
Historical Volatility (HV) 30d
77.64
IV / HV
1.27
Open Interest
3.19K
Option Volume
14.00
Put/Call Ratio (Volume)
0.08

Data was calculated after the 9/20/2022 closing.

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