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LOOP - Loop Industries
Implied Volatility Analysis

Implied Volatility:
160.0%

Loop Industries has an Implied Volatility (IV) of 160.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for LOOP is 22 and the Implied Volatility Percentile (IVP) is 73. The current Implied Volatility Index for LOOP is 0.34 standard deviations away from its 1 year mean.

Market Cap$217.10M
Next Earnings Date10/13/2022 (13d) !
Implied Volatility (IV) 30d
160.03
Implied Volatility Rank (IVR) 1y
22.02
Implied Volatility Percentile (IVP) 1y
73.39
Historical Volatility (HV) 30d
65.08
IV / HV
2.46
Open Interest
478.00
Option Volume
4.00

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

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