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EMBK - Embark Technology
Implied Volatility Analysis

Implied Volatility:
156.6%
Put/Call-Ratio:
0.63

Embark Technology has an Implied Volatility (IV) of 156.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EMBK is 19 and the Implied Volatility Percentile (IVP) is 68. The current Implied Volatility Index for EMBK is 0.21 standard deviations away from its 1 year mean.

Market Cap$2.95B
Next Earnings Date11/10/2022 (46d)
Implied Volatility (IV) 30d
156.59
Implied Volatility Rank (IVR) 1y
19.26
Implied Volatility Percentile (IVP) 1y
67.69
Historical Volatility (HV) 30d
97.17
IV / HV
1.61
Open Interest
4.15K
Option Volume
13.00
Put/Call Ratio (Volume)
0.63

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

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