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EEX - Emerald Holding
Implied Volatility Analysis

Implied Volatility:
286.8%

Emerald Holding has an Implied Volatility (IV) of 286.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EEX is 32 and the Implied Volatility Percentile (IVP) is 73. The current Implied Volatility Index for EEX is 0.58 standard deviations away from its 1 year mean.

Market Cap$233.61M
Next Earnings Date10/31/2022 (25d)
Implied Volatility (IV) 30d
286.75
Implied Volatility Rank (IVR) 1y
31.86
Implied Volatility Percentile (IVP) 1y
73.49
Historical Volatility (HV) 30d
53.59
IV / HV
5.35
Open Interest
148.00

Data was calculated after the 10/5/2022 closing.

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