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NCR - NCR
Implied Volatility Analysis

Implied Volatility:
63.8%
Put/Call-Ratio:
2.03

NCR has an Implied Volatility (IV) of 63.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NCR is 17 and the Implied Volatility Percentile (IVP) is 52. The current Implied Volatility Index for NCR is -0.33 standard deviations away from its 1 year mean.

Market Cap$2.80B
Next Earnings Date10/25/2022 (26d)
Implied Volatility (IV) 30d
63.80
Implied Volatility Rank (IVR) 1y
17.08
Implied Volatility Percentile (IVP) 1y
52.25
Historical Volatility (HV) 30d
82.36
IV / HV
0.77
Open Interest
219.26K
Option Volume
10.46K
Put/Call Ratio (Volume)
2.03

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

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