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OSCR - Oscar Health - Class A
Implied Volatility Analysis

Implied Volatility:
111.8%

Oscar Health - Class A has an Implied Volatility (IV) of 111.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for OSCR is 12 and the Implied Volatility Percentile (IVP) is 68. The current Implied Volatility Index for OSCR is 0.12 standard deviations away from its 1 year mean.

Market Cap$896.04M
Next Earnings Date11/9/2022 (45d)
Implied Volatility (IV) 30d
111.83
Implied Volatility Rank (IVR) 1y
11.80
Implied Volatility Percentile (IVP) 1y
68.29
Historical Volatility (HV) 30d
61.07
IV / HV
1.83
Open Interest
10.96K
Option Volume
137.00

Data was calculated after the 9/23/2022 closing.

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