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FRBK - Republic First Bancorp
Implied Volatility Analysis

Implied Volatility:
290.3%

Republic First Bancorp has an Implied Volatility (IV) of 290.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FRBK is 60 and the Implied Volatility Percentile (IVP) is 92. The current Implied Volatility Index for FRBK is 1.30 standard deviations away from its 1 year mean.

Market Cap$188.07M
Implied Volatility (IV) 30d
290.26
Implied Volatility Rank (IVR) 1y
59.78
Implied Volatility Percentile (IVP) 1y
92.40
Historical Volatility (HV) 30d
77.53
IV / HV
3.74
Open Interest
1.42K

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

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