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EDR - Endeavor Group Holdings - Class A
Implied Volatility Analysis

Implied Volatility:
55.5%
Put/Call-Ratio:
0.01

Endeavor Group Holdings - Class A has an Implied Volatility (IV) of 55.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EDR is 21 and the Implied Volatility Percentile (IVP) is 15. The current Implied Volatility Index for EDR is -0.90 standard deviations away from its 1 year mean.

Market Cap$6.26B
Implied Volatility (IV) 30d
55.53
Implied Volatility Rank (IVR) 1y
20.77
Implied Volatility Percentile (IVP) 1y
15.08
Historical Volatility (HV) 30d
40.02
IV / HV
1.39
Open Interest
14.03K
Option Volume
76.00
Put/Call Ratio (Volume)
0.01

Data was calculated after the 11/25/2022 closing.

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