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NDLS - Noodles & Company - Class A
Implied Volatility Analysis

Implied Volatility:
231.7%

Noodles & Company - Class A has an Implied Volatility (IV) of 231.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NDLS is 41 and the Implied Volatility Percentile (IVP) is 95. The current Implied Volatility Index for NDLS is 1.79 standard deviations away from its 1 year mean.

Market Cap$216.17M
Next Earnings Date10/26/2022 (36d)
Implied Volatility (IV) 30d
231.71
Implied Volatility Rank (IVR) 1y
40.53
Implied Volatility Percentile (IVP) 1y
94.95
Historical Volatility (HV) 30d
60.92
IV / HV
3.80
Open Interest
2.10K
Option Volume
9.00

Data was calculated after the 9/19/2022 closing.

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