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GPRO - GoPro - Class A
Implied Volatility Analysis

Implied Volatility:
58.2%
Put/Call-Ratio:
0.95

GoPro - Class A has an Implied Volatility (IV) of 58.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GPRO is 9 and the Implied Volatility Percentile (IVP) is 29. The current Implied Volatility Index for GPRO is -0.46 standard deviations away from its 1 year mean.

Market Cap$664.22M
Next Earnings Date11/3/2022 (34d)
Implied Volatility (IV) 30d
58.24
Implied Volatility Rank (IVR) 1y
8.97
Implied Volatility Percentile (IVP) 1y
28.65
Historical Volatility (HV) 30d
37.40
IV / HV
1.56
Open Interest
78.05K
Option Volume
1.46K
Put/Call Ratio (Volume)
0.95

Data was calculated after the 9/29/2022 closing.

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