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MGPI - MGP Ingredients
Implied Volatility Analysis

Implied Volatility:
59.1%

MGP Ingredients has an Implied Volatility (IV) of 59.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for MGPI is 11 and the Implied Volatility Percentile (IVP) is 15. The current Implied Volatility Index for MGPI is -0.76 standard deviations away from its 1 year mean.

Market Cap$2.40B
Dividend Yield0.44% ($0.48)
Next Earnings Date11/2/2022 (42d)
Implied Volatility (IV) 30d
59.06
Implied Volatility Rank (IVR) 1y
11.45
Implied Volatility Percentile (IVP) 1y
15.39
Historical Volatility (HV) 30d
39.17
IV / HV
1.51
Open Interest
919.00
Option Volume
53.00

Data was calculated after the 9/20/2022 closing.

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