← Back to Stock / ETF implied volatility screener

NGS - Natural Gas Services Group
Implied Volatility Analysis

Implied Volatility:
75.9%

Natural Gas Services Group has an Implied Volatility (IV) of 75.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NGS is 7 and the Implied Volatility Percentile (IVP) is 5. The current Implied Volatility Index for NGS is -1.20 standard deviations away from its 1 year mean.

Market Cap$128.37M
Next Earnings Date11/10/2022 (41d)
Implied Volatility (IV) 30d
75.94
Implied Volatility Rank (IVR) 1y
7.49
Implied Volatility Percentile (IVP) 1y
5.01
Historical Volatility (HV) 30d
36.89
IV / HV
2.06
Open Interest
808.00
Option Volume
24.00

Data was calculated after the 9/29/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.