← Back to Stock / ETF implied volatility screener

REX - REX American Resources
Implied Volatility Analysis

Implied Volatility:
153.0%

REX American Resources has an Implied Volatility (IV) of 153.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for REX is 43 and the Implied Volatility Percentile (IVP) is 75. The current Implied Volatility Index for REX is 0.12 standard deviations away from its 1 year mean.

Market Cap$536.61M
Implied Volatility (IV) 30d
153.01
Implied Volatility Rank (IVR) 1y
43.09
Implied Volatility Percentile (IVP) 1y
75.00
Historical Volatility (HV) 30d
49.69
IV / HV
3.08
Open Interest
8.00

Data was calculated after the 11/30/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.