← Back to Stock / ETF implied volatility screenerEDR - Endeavor Group Holdings - Class A
EDR - Endeavor Group Holdings - Class A
Implied Volatility Analysis
Implied Volatility:
55.5%
55.5%
Put/Call-Ratio:
0.01
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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