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GRPN - Groupon
Implied Volatility Analysis

Implied Volatility:
97.4%
Put/Call-Ratio:
0.36

Groupon has an Implied Volatility (IV) of 97.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GRPN is 28 and the Implied Volatility Percentile (IVP) is 57. The current Implied Volatility Index for GRPN is -0.10 standard deviations away from its 1 year mean.

Market Cap$288.82M
Next Earnings Date11/4/2022 (39d)
Implied Volatility (IV) 30d
97.36
Implied Volatility Rank (IVR) 1y
27.50
Implied Volatility Percentile (IVP) 1y
57.31
Historical Volatility (HV) 30d
72.69
IV / HV
1.34
Open Interest
111.91K
Option Volume
799.00
Put/Call Ratio (Volume)
0.36

Data was calculated after the 9/23/2022 closing.

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