← Back to Stock / ETF implied volatility screener

NGVT - Ingevity
Implied Volatility Analysis

Implied Volatility:
73.8%
Put/Call-Ratio:
53.00

Ingevity has an Implied Volatility (IV) of 73.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NGVT is 24 and the Implied Volatility Percentile (IVP) is 74. The current Implied Volatility Index for NGVT is 0.37 standard deviations away from its 1 year mean.

Market Cap$2.33B
Next Earnings Date10/26/2022 (27d)
Implied Volatility (IV) 30d
73.85
Implied Volatility Rank (IVR) 1y
23.81
Implied Volatility Percentile (IVP) 1y
74.00
Historical Volatility (HV) 30d
41.94
IV / HV
1.76
Open Interest
351.00
Option Volume
54.00
Put/Call Ratio (Volume)
53.00

Data was calculated after the 9/28/2022 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.