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CRTO - Criteo S.A (ADR)
Implied Volatility Analysis

Implied Volatility:
55.9%
Put/Call-Ratio:
0.03

Criteo S.A (ADR) has an Implied Volatility (IV) of 55.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CRTO is 7 and the Implied Volatility Percentile (IVP) is 21. The current Implied Volatility Index for CRTO is -0.70 standard deviations away from its 1 year mean.

Market Cap$1.71B
Next Earnings Date11/2/2022 (41d)
Implied Volatility (IV) 30d
55.93
Implied Volatility Rank (IVR) 1y
7.10
Implied Volatility Percentile (IVP) 1y
20.80
Historical Volatility (HV) 30d
31.72
IV / HV
1.76
Open Interest
26.37K
Option Volume
111.00
Put/Call Ratio (Volume)
0.03

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

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