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.