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FWRG - First Watch Restaurant Group
Implied Volatility Analysis

Implied Volatility:
121.1%

First Watch Restaurant Group has an Implied Volatility (IV) of 121.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FWRG is 33 and the Implied Volatility Percentile (IVP) is 62. The current Implied Volatility Index for FWRG is 0.06 standard deviations away from its 1 year mean.

Market Cap$892.70M
Next Earnings Date11/8/2022 (49d)
Implied Volatility (IV) 30d
121.14
Implied Volatility Rank (IVR) 1y
33.49
Implied Volatility Percentile (IVP) 1y
61.70
Historical Volatility (HV) 30d
54.35
IV / HV
2.23
Open Interest
293.00
Option Volume
3.00

Data was calculated after the 9/19/2022 closing.

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