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DEN - Denbury - New
Implied Volatility Analysis

Implied Volatility:
64.8%
Put/Call-Ratio:
0.03

Denbury - New has an Implied Volatility (IV) of 64.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DEN is 16 and the Implied Volatility Percentile (IVP) is 44. The current Implied Volatility Index for DEN is -0.22 standard deviations away from its 1 year mean.

Market Cap$3.97B
Next Earnings Date11/3/2022 (35d)
Implied Volatility (IV) 30d
64.83
Implied Volatility Rank (IVR) 1y
15.51
Implied Volatility Percentile (IVP) 1y
44.16
Historical Volatility (HV) 30d
35.70
IV / HV
1.82
Open Interest
6.44K
Option Volume
358.00
Put/Call Ratio (Volume)
0.03

Data was calculated after the 9/28/2022 closing.

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