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DRQ - Dril-Quip
Implied Volatility Analysis

Implied Volatility:
161.8%

Dril-Quip has an Implied Volatility (IV) of 161.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DRQ is 92 and the Implied Volatility Percentile (IVP) is 99. The current Implied Volatility Index for DRQ is 4.25 standard deviations away from its 1 year mean.

Market Cap$675.10M
Next Earnings Date10/27/2022 (30d)
Implied Volatility (IV) 30d
161.76
Implied Volatility Rank (IVR) 1y
92.21
Implied Volatility Percentile (IVP) 1y
99.20
Historical Volatility (HV) 30d
54.87
IV / HV
2.95
Open Interest
807.00
Option Volume
1.00

Data was calculated after the 9/26/2022 closing.

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