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IREN - Iris Energy
Implied Volatility Analysis

Implied Volatility:
377.3%
Put/Call-Ratio:
0.03

Iris Energy has an Implied Volatility (IV) of 377.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IREN is 62 and the Implied Volatility Percentile (IVP) is 94. The current Implied Volatility Index for IREN is 1.87 standard deviations away from its 1 year mean.

Market Cap$207.29M
Next Earnings Date11/8/2022 (39d)
Implied Volatility (IV) 30d
377.26
Implied Volatility Rank (IVR) 1y
61.92
Implied Volatility Percentile (IVP) 1y
94.34
Historical Volatility (HV) 30d
111.53
IV / HV
3.38
Open Interest
829.00
Option Volume
34.00
Put/Call Ratio (Volume)
0.03

Data was calculated after the 9/29/2022 closing.

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