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CROX - Crocs
Implied Volatility Analysis

Implied Volatility:
78.0%
Put/Call-Ratio:
1.48

Crocs has an Implied Volatility (IV) of 78.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CROX is 64 and the Implied Volatility Percentile (IVP) is 77. The current Implied Volatility Index for CROX is 0.83 standard deviations away from its 1 year mean.

Market Cap$4.41B
Next Earnings Date10/20/2022 (18d)
Implied Volatility (IV) 30d
78.05
Implied Volatility Rank (IVR) 1y
64.23
Implied Volatility Percentile (IVP) 1y
77.20
Historical Volatility (HV) 30d
65.04
IV / HV
1.20
Open Interest
50.98K
Option Volume
2.46K
Put/Call Ratio (Volume)
1.48

Data was calculated after the 9/30/2022 closing.

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