← Back to Stock / ETF implied volatility screenerEDR - Endeavor Group Holdings - Class A
EDR - Endeavor Group Holdings - Class A
Implied Volatility Analysis
Implied Volatility:
61.5%
61.5%
Put/Call-Ratio:
0.04
0.04
Endeavor Group Holdings - Class A has an Implied Volatility (IV) of 61.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EDR is 17 and the Implied Volatility Percentile (IVP) is 22. The current Implied Volatility Index for EDR is -0.83 standard deviations away from its 1 year mean.
| Market Cap | $6.77B |
|---|---|
| Next Earnings Date | 8/11/2022 (1d) ! |
| Implied Volatility (IV) 30d | 61.47 |
| Implied Volatility Rank (IVR) 1y | 17.05 |
| Implied Volatility Percentile (IVP) 1y | 22.20 |
| Historical Volatility (HV) 30d | 31.96 |
| IV / HV | 1.92 |
| Open Interest | 19.86K |
| Option Volume | 98.00 |
| Put/Call Ratio (Volume) | 0.04 |
Data was calculated after the 8/9/2022 closing.
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