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GHL - Greenhill & Co
Implied Volatility Analysis

Implied Volatility:
143.6%

Greenhill & Co has an Implied Volatility (IV) of 143.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GHL is 38 and the Implied Volatility Percentile (IVP) is 84. The current Implied Volatility Index for GHL is 0.84 standard deviations away from its 1 year mean.

Market Cap$108.60M
Dividend Yield5.71% ($0.35)
Next Earnings Date11/3/2022 (37d)
Implied Volatility (IV) 30d
143.58
Implied Volatility Rank (IVR) 1y
38.30
Implied Volatility Percentile (IVP) 1y
83.94
Historical Volatility (HV) 30d
65.61
IV / HV
2.19
Open Interest
566.00
Option Volume
1.00

Data was calculated after the 9/26/2022 closing.

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