← Back to Stock / ETF implied volatility screenerEDR - Endeavor Group Holdings - Class A
EDR - Endeavor Group Holdings - Class A
Implied Volatility Analysis
Implied Volatility:
41.9%
41.9%
Put/Call-Ratio:
0.03
0.03
Endeavor Group Holdings - Class A has an Implied Volatility (IV) of 41.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EDR is 6 and the Implied Volatility Percentile (IVP) is 2. The current Implied Volatility Index for EDR is -1.34 standard deviations away from its 1 year mean.
| Market Cap | $5.27B |
|---|---|
| Next Earnings Date | 5/11/2023 (40d) |
| Implied Volatility (IV) 30d | 41.88 |
| Implied Volatility Rank (IVR) 1y | 5.67 |
| Implied Volatility Percentile (IVP) 1y | 1.98 |
| Historical Volatility (HV) 30d | 35.37 |
| IV / HV | 1.18 |
| Open Interest | 52.19K |
| Option Volume | 391.00 |
| Put/Call Ratio (Volume) | 0.03 |
Data was calculated after the 3/31/2023 closing.
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