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EXPR - Express
Implied Volatility Analysis

Implied Volatility:
246.8%
Put/Call-Ratio:
0.05

Express has an Implied Volatility (IV) of 246.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EXPR is 48 and the Implied Volatility Percentile (IVP) is 97. The current Implied Volatility Index for EXPR is 2.39 standard deviations away from its 1 year mean.

Market Cap$81.21M
Next Earnings Date12/1/2022 (62d)
Implied Volatility (IV) 30d
246.76
Implied Volatility Rank (IVR) 1y
47.80
Implied Volatility Percentile (IVP) 1y
96.84
Historical Volatility (HV) 30d
94.68
IV / HV
2.61
Open Interest
44.96K
Option Volume
1.06K
Put/Call Ratio (Volume)
0.05

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

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