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ICD - Independence Contract Drilling
Implied Volatility Analysis

Implied Volatility:
218.3%
Put/Call-Ratio:
3.00

Independence Contract Drilling has an Implied Volatility (IV) of 218.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ICD is 17 and the Implied Volatility Percentile (IVP) is 42. The current Implied Volatility Index for ICD is -0.38 standard deviations away from its 1 year mean.

Market Cap$41.12M
Next Earnings Date11/1/2022 (42d)
Implied Volatility (IV) 30d
218.25
Implied Volatility Rank (IVR) 1y
17.34
Implied Volatility Percentile (IVP) 1y
42.11
Historical Volatility (HV) 30d
63.93
IV / HV
3.41
Open Interest
515.00
Option Volume
4.00
Put/Call Ratio (Volume)
3.00

Data was calculated after the 9/19/2022 closing.

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