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GEO - Geo Group
Implied Volatility Analysis

Implied Volatility:
57.3%
Put/Call-Ratio:
0.10

Geo Group has an Implied Volatility (IV) of 57.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GEO is 9 and the Implied Volatility Percentile (IVP) is 9. The current Implied Volatility Index for GEO is -1.24 standard deviations away from its 1 year mean.

Market Cap$992.72M
Next Earnings Date11/3/2022 (41d)
Implied Volatility (IV) 30d
57.28
Implied Volatility Rank (IVR) 1y
9.26
Implied Volatility Percentile (IVP) 1y
8.80
Historical Volatility (HV) 30d
57.43
IV / HV
1.00
Open Interest
99.15K
Option Volume
1.12K
Put/Call Ratio (Volume)
0.10

Data was calculated after the 9/22/2022 closing.

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