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ESTE - Earthstone Energy - Class A
Implied Volatility Analysis

Implied Volatility:
97.2%
Put/Call-Ratio:
0.60

Earthstone Energy - Class A has an Implied Volatility (IV) of 97.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ESTE is 32 and the Implied Volatility Percentile (IVP) is 65. The current Implied Volatility Index for ESTE is 0.19 standard deviations away from its 1 year mean.

Market Cap$1.32B
Next Earnings Date11/2/2022 (37d)
Implied Volatility (IV) 30d
97.17
Implied Volatility Rank (IVR) 1y
32.01
Implied Volatility Percentile (IVP) 1y
64.80
Historical Volatility (HV) 30d
71.96
IV / HV
1.35
Open Interest
26.50K
Option Volume
673.00
Put/Call Ratio (Volume)
0.60

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

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