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GCI - Gannett
Implied Volatility Analysis

Implied Volatility:
217.3%
Put/Call-Ratio:
0.02

Gannett has an Implied Volatility (IV) of 217.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GCI is 91 and the Implied Volatility Percentile (IVP) is 99. The current Implied Volatility Index for GCI is 3.93 standard deviations away from its 1 year mean.

Market Cap$237.48M
Next Earnings Date11/4/2022 (32d)
Implied Volatility (IV) 30d
217.34
Implied Volatility Rank (IVR) 1y
91.15
Implied Volatility Percentile (IVP) 1y
98.80
Historical Volatility (HV) 30d
70.53
IV / HV
3.08
Open Interest
88.44K
Option Volume
166.00
Put/Call Ratio (Volume)
0.02

Data was calculated after the 9/30/2022 closing.

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