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MSGS - Madison Square Garden Sports Corp - Class A
Implied Volatility Analysis

Implied Volatility:
35.1%
Put/Call-Ratio:
2.29

Madison Square Garden Sports Corp - Class A has an Implied Volatility (IV) of 35.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for MSGS is 28 and the Implied Volatility Percentile (IVP) is 47. The current Implied Volatility Index for MSGS is -0.21 standard deviations away from its 1 year mean.

Market Cap$2.76B
Next Earnings Date11/9/2022 (41d)
Implied Volatility (IV) 30d
35.07
Implied Volatility Rank (IVR) 1y
28.25
Implied Volatility Percentile (IVP) 1y
46.99
Historical Volatility (HV) 30d
19.69
IV / HV
1.78
Open Interest
3.11K
Option Volume
23.00
Put/Call Ratio (Volume)
2.29

Data was calculated after the 9/28/2022 closing.

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