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GCO - Genesco
Implied Volatility Analysis

Implied Volatility:
85.8%
Put/Call-Ratio:
0.35

Genesco has an Implied Volatility (IV) of 85.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GCO is 60 and the Implied Volatility Percentile (IVP) is 84. The current Implied Volatility Index for GCO is 1.05 standard deviations away from its 1 year mean.

Market Cap$682.21M
Next Earnings Date12/2/2022 (0d) !
Implied Volatility (IV) 30d
85.77
Implied Volatility Rank (IVR) 1y
59.54
Implied Volatility Percentile (IVP) 1y
83.79
Historical Volatility (HV) 30d
64.30
IV / HV
1.33
Open Interest
2.37K
Option Volume
421.00
Put/Call Ratio (Volume)
0.35

Data was calculated after the 12/1/2022 closing.

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