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HUSA - Houston American Energy
Implied Volatility Analysis

Implied Volatility:
189.1%
Put/Call-Ratio:
0.20

Houston American Energy has an Implied Volatility (IV) of 189.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for HUSA is 3 and the Implied Volatility Percentile (IVP) is 10. The current Implied Volatility Index for HUSA is -0.80 standard deviations away from its 1 year mean.

Market Cap$30.78M
Next Earnings Date11/10/2022 (43d)
Implied Volatility (IV) 30d
189.08
Implied Volatility Rank (IVR) 1y
3.46
Implied Volatility Percentile (IVP) 1y
10.14
Historical Volatility (HV) 30d
105.28
IV / HV
1.80
Open Interest
9.08K
Option Volume
407.00
Put/Call Ratio (Volume)
0.20

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

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