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NGD - New Gold
Implied Volatility Analysis

Implied Volatility:
131.4%

New Gold has an Implied Volatility (IV) of 131.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NGD is 16 and the Implied Volatility Percentile (IVP) is 69. The current Implied Volatility Index for NGD is 0.02 standard deviations away from its 1 year mean.

Market Cap$743.68M
Next Earnings Date2/16/2023 (77d)
Implied Volatility (IV) 30d
131.38
Implied Volatility Rank (IVR) 1y
16.01
Implied Volatility Percentile (IVP) 1y
68.68
Historical Volatility (HV) 30d
87.67
IV / HV
1.50
Open Interest
82.48K
Option Volume
464.00

Data was calculated after the 11/30/2022 closing.

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