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.