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MEG - Montrose Environmental Group
Implied Volatility Analysis

Implied Volatility:
178.9%

Montrose Environmental Group has an Implied Volatility (IV) of 178.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for MEG is 96 and the Implied Volatility Percentile (IVP) is 99. The current Implied Volatility Index for MEG is 3.93 standard deviations away from its 1 year mean.

Market Cap$1.28B
Next Earnings Date11/9/2022 (54d)
Implied Volatility (IV) 30d
178.93
Implied Volatility Rank (IVR) 1y
95.83
Implied Volatility Percentile (IVP) 1y
99.20
Historical Volatility (HV) 30d
60.48
IV / HV
2.96
Open Interest
732.00
Option Volume
1.00

Data was calculated after the 9/15/2022 closing.

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