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EVOP - EVO Payments - Class A
Implied Volatility Analysis

Implied Volatility:
77.4%

EVO Payments - Class A has an Implied Volatility (IV) of 77.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EVOP is 26 and the Implied Volatility Percentile (IVP) is 30. The current Implied Volatility Index for EVOP is -0.56 standard deviations away from its 1 year mean.

Market Cap$1.61B
Next Earnings Date11/2/2022 (33d)
Implied Volatility (IV) 30d
77.42
Implied Volatility Rank (IVR) 1y
26.12
Implied Volatility Percentile (IVP) 1y
29.74
Historical Volatility (HV) 30d
3.33
IV / HV
23.25
Open Interest
1.03K
Option Volume
2.00

Data was calculated after the 9/29/2022 closing.

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