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EDR - Endeavor Group Holdings - Class A
Implied Volatility Analysis

Implied Volatility:
61.5%
Put/Call-Ratio:
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 Date8/11/2022 (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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