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FREE - Whole Earth Brands - Class A
Implied Volatility Analysis

Implied Volatility:
278.9%

Whole Earth Brands - Class A has an Implied Volatility (IV) of 278.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FREE is 46 and the Implied Volatility Percentile (IVP) is 99. The current Implied Volatility Index for FREE is 2.49 standard deviations away from its 1 year mean.

Market Cap$159.50M
Next Earnings Date11/9/2022 (34d)
Implied Volatility (IV) 30d
278.86
Implied Volatility Rank (IVR) 1y
45.51
Implied Volatility Percentile (IVP) 1y
98.80
Historical Volatility (HV) 30d
61.96
IV / HV
4.50
Open Interest
8.52K

Data was calculated after the 10/5/2022 closing.

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