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EDR - Endeavor Group Holdings - Class A
Implied Volatility Analysis

Implied Volatility:
41.9%
Put/Call-Ratio:
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 Date5/11/2023 (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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