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FLL - Full House Resorts
Implied Volatility Analysis

Implied Volatility:
112.4%

Full House Resorts has an Implied Volatility (IV) of 112.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FLL is 15 and the Implied Volatility Percentile (IVP) is 39. The current Implied Volatility Index for FLL is -0.39 standard deviations away from its 1 year mean.

Market Cap$201.83M
Next Earnings Date11/7/2022 (42d)
Implied Volatility (IV) 30d
112.39
Implied Volatility Rank (IVR) 1y
15.28
Implied Volatility Percentile (IVP) 1y
39.43
Historical Volatility (HV) 30d
49.23
IV / HV
2.28
Open Interest
1.77K
Option Volume
2.00

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

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