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EYE - National Vision Holdings
Implied Volatility Analysis

Implied Volatility:
127.3%
Put/Call-Ratio:
1.68

National Vision Holdings has an Implied Volatility (IV) of 127.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EYE is 45 and the Implied Volatility Percentile (IVP) is 83. The current Implied Volatility Index for EYE is 0.86 standard deviations away from its 1 year mean.

Market Cap$2.49B
Next Earnings Date11/9/2022 (42d)
Implied Volatility (IV) 30d
127.27
Implied Volatility Rank (IVR) 1y
44.82
Implied Volatility Percentile (IVP) 1y
82.80
Historical Volatility (HV) 30d
41.53
IV / HV
3.06
Open Interest
3.23K
Option Volume
51.00
Put/Call Ratio (Volume)
1.68

Data was calculated after the 9/27/2022 closing.

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