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EVH - Evolent Health - Class A
Implied Volatility Analysis

Implied Volatility:
60.7%
Put/Call-Ratio:
0.26

Evolent Health - Class A has an Implied Volatility (IV) of 60.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EVH is 30 and the Implied Volatility Percentile (IVP) is 25. The current Implied Volatility Index for EVH is -0.66 standard deviations away from its 1 year mean.

Market Cap$3.28B
Next Earnings Date11/2/2022 (38d)
Implied Volatility (IV) 30d
60.66
Implied Volatility Rank (IVR) 1y
30.31
Implied Volatility Percentile (IVP) 1y
24.80
Historical Volatility (HV) 30d
36.19
IV / HV
1.68
Open Interest
11.67K
Option Volume
200.00
Put/Call Ratio (Volume)
0.26

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

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