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NMG - Nouveau Monde Graphite
Implied Volatility Analysis

Implied Volatility:
148.2%

Nouveau Monde Graphite has an Implied Volatility (IV) of 148.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NMG is 8 and the Implied Volatility Percentile (IVP) is 33. The current Implied Volatility Index for NMG is -0.58 standard deviations away from its 1 year mean.

Market Cap$301.02M
Implied Volatility (IV) 30d
148.18
Implied Volatility Rank (IVR) 1y
8.47
Implied Volatility Percentile (IVP) 1y
32.94
Historical Volatility (HV) 30d
64.93
IV / HV
2.28
Open Interest
2.30K
Option Volume
13.00

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

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