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NEGG - Newegg Commerce
Implied Volatility Analysis

Implied Volatility:
129.3%
Put/Call-Ratio:
0.46

Newegg Commerce has an Implied Volatility (IV) of 129.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NEGG is 7 and the Implied Volatility Percentile (IVP) is 5. The current Implied Volatility Index for NEGG is -1.07 standard deviations away from its 1 year mean.

Market Cap$850.86M
Implied Volatility (IV) 30d
129.31
Implied Volatility Rank (IVR) 1y
7.32
Implied Volatility Percentile (IVP) 1y
4.66
Historical Volatility (HV) 30d
60.85
IV / HV
2.13
Open Interest
33.68K
Option Volume
2.60K
Put/Call Ratio (Volume)
0.46

Data was calculated after the 9/30/2022 closing.

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