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IMAX - Imax
Implied Volatility Analysis

Implied Volatility:
57.3%
Put/Call-Ratio:
0.01

Imax has an Implied Volatility (IV) of 57.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IMAX is 22 and the Implied Volatility Percentile (IVP) is 24. The current Implied Volatility Index for IMAX is -0.71 standard deviations away from its 1 year mean.

Market Cap$890.79M
Next Earnings Date10/27/2022 (38d)
Implied Volatility (IV) 30d
57.29
Implied Volatility Rank (IVR) 1y
21.71
Implied Volatility Percentile (IVP) 1y
23.60
Historical Volatility (HV) 30d
51.51
IV / HV
1.11
Open Interest
68.83K
Option Volume
12.68K
Put/Call Ratio (Volume)
0.01

Data was calculated after the 9/16/2022 closing.

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