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DSKE - Daseke
Implied Volatility Analysis

Implied Volatility:
178.7%
Put/Call-Ratio:
55.00

Daseke has an Implied Volatility (IV) of 178.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DSKE is 33 and the Implied Volatility Percentile (IVP) is 91. The current Implied Volatility Index for DSKE is 1.48 standard deviations away from its 1 year mean.

Market Cap$322.61M
Next Earnings Date10/21/2022 (25d)
Implied Volatility (IV) 30d
178.72
Implied Volatility Rank (IVR) 1y
32.69
Implied Volatility Percentile (IVP) 1y
91.20
Historical Volatility (HV) 30d
64.07
IV / HV
2.79
Open Interest
4.64K
Option Volume
56.00
Put/Call Ratio (Volume)
55.00

Data was calculated after the 9/23/2022 closing.

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