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PGY - Pagaya Technologies - Class A
Implied Volatility Analysis

Implied Volatility:
427.3%
Put/Call-Ratio:
0.02

Pagaya Technologies - Class A has an Implied Volatility (IV) of 427.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for PGY is 78 and the Implied Volatility Percentile (IVP) is 79. The current Implied Volatility Index for PGY is 0.89 standard deviations away from its 1 year mean.

Market Cap$506.14M
Next Earnings Date2/9/2023 (73d)
Implied Volatility (IV) 30d
427.34
Implied Volatility Rank (IVR) 1y
78.41
Implied Volatility Percentile (IVP) 1y
78.87
Historical Volatility (HV) 30d
95.93
IV / HV
4.45
Open Interest
8.50K
Option Volume
228.00
Put/Call Ratio (Volume)
0.02

Data was calculated after the 11/25/2022 closing.

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