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RCAT - Red Cat Holdings
Implied Volatility Analysis

Implied Volatility:
261.1%
Put/Call-Ratio:
1.50

Red Cat Holdings has an Implied Volatility (IV) of 261.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for RCAT is 69 and the Implied Volatility Percentile (IVP) is 95. The current Implied Volatility Index for RCAT is 2.14 standard deviations away from its 1 year mean.

Market Cap$84.98M
Next Earnings Date12/15/2022 (76d)
Implied Volatility (IV) 30d
261.05
Implied Volatility Rank (IVR) 1y
68.95
Implied Volatility Percentile (IVP) 1y
94.55
Historical Volatility (HV) 30d
77.38
IV / HV
3.37
Open Interest
5.59K
Option Volume
15.00
Put/Call Ratio (Volume)
1.50

Data was calculated after the 9/29/2022 closing.

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