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PRAA - PRA Group
Implied Volatility Analysis

Implied Volatility:
32.7%

PRA Group has an Implied Volatility (IV) of 32.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for PRAA is 2 and the Implied Volatility Percentile (IVP) is 3. The current Implied Volatility Index for PRAA is -1.04 standard deviations away from its 1 year mean.

Market Cap$1.37B
Next Earnings Date11/7/2022 (46d)
Implied Volatility (IV) 30d
32.70
Implied Volatility Rank (IVR) 1y
2.25
Implied Volatility Percentile (IVP) 1y
3.20
Historical Volatility (HV) 30d
12.02
IV / HV
2.72
Open Interest
1.43K
Option Volume
38.00

Data was calculated after the 9/21/2022 closing.

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