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GTE - Gran Tierra Energy
Implied Volatility Analysis

Implied Volatility:
129.2%
Put/Call-Ratio:
0.29

Gran Tierra Energy has an Implied Volatility (IV) of 129.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GTE is 12 and the Implied Volatility Percentile (IVP) is 22. The current Implied Volatility Index for GTE is -0.72 standard deviations away from its 1 year mean.

Market Cap$409.45M
Next Earnings Date10/31/2022 (33d)
Implied Volatility (IV) 30d
129.24
Implied Volatility Rank (IVR) 1y
11.71
Implied Volatility Percentile (IVP) 1y
22.40
Historical Volatility (HV) 30d
80.53
IV / HV
1.60
Open Interest
81.63K
Option Volume
67.00
Put/Call Ratio (Volume)
0.29

Data was calculated after the 9/27/2022 closing.

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