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QRTEA - Qurate Retail - Series A
Implied Volatility Analysis

Implied Volatility:
132.5%
Put/Call-Ratio:
0.06

Qurate Retail - Series A has an Implied Volatility (IV) of 132.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for QRTEA is 43 and the Implied Volatility Percentile (IVP) is 90. The current Implied Volatility Index for QRTEA is 1.33 standard deviations away from its 1 year mean.

Market Cap$934.97M
Next Earnings Date11/3/2022 (37d)
Implied Volatility (IV) 30d
132.48
Implied Volatility Rank (IVR) 1y
43.13
Implied Volatility Percentile (IVP) 1y
89.56
Historical Volatility (HV) 30d
65.73
IV / HV
2.02
Open Interest
64.65K
Option Volume
521.00
Put/Call Ratio (Volume)
0.06

Data was calculated after the 9/26/2022 closing.

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