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OGI - OrganiGram Holdings
Implied Volatility Analysis

Implied Volatility:
125.8%
Put/Call-Ratio:
0.25

OrganiGram Holdings has an Implied Volatility (IV) of 125.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for OGI is 19 and the Implied Volatility Percentile (IVP) is 37. The current Implied Volatility Index for OGI is -0.40 standard deviations away from its 1 year mean.

Market Cap$313.82M
Next Earnings Date1/10/2023 (40d)
Implied Volatility (IV) 30d
125.78
Implied Volatility Rank (IVR) 1y
19.26
Implied Volatility Percentile (IVP) 1y
37.02
Historical Volatility (HV) 30d
48.84
IV / HV
2.58
Open Interest
67.94K
Option Volume
674.00
Put/Call Ratio (Volume)
0.25

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

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