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EH - EHang Holdings (ADR)
Implied Volatility Analysis

Implied Volatility:
115.3%
Put/Call-Ratio:
0.04

EHang Holdings (ADR) has an Implied Volatility (IV) of 115.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EH is 30 and the Implied Volatility Percentile (IVP) is 68. The current Implied Volatility Index for EH is 0.31 standard deviations away from its 1 year mean.

Market Cap$182.28M
Next Earnings Date12/1/2022 (66d)
Implied Volatility (IV) 30d
115.35
Implied Volatility Rank (IVR) 1y
30.05
Implied Volatility Percentile (IVP) 1y
67.60
Historical Volatility (HV) 30d
49.94
IV / HV
2.31
Open Interest
14.10K
Option Volume
308.00
Put/Call Ratio (Volume)
0.04

Data was calculated after the 9/23/2022 closing.

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