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SABR - Sabre
Implied Volatility Analysis

Implied Volatility:
279.2%
Put/Call-Ratio:
0.18

Sabre has an Implied Volatility (IV) of 279.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SABR is 100 and the Implied Volatility Percentile (IVP) is 100. The current Implied Volatility Index for SABR is 11.14 standard deviations away from its 1 year mean.

Market Cap$1.67B
Next Earnings Date11/1/2022 (32d)
Implied Volatility (IV) 30d
279.20
Implied Volatility Rank (IVR) 1y
100.00
Implied Volatility Percentile (IVP) 1y
100.00
Historical Volatility (HV) 30d
73.16
IV / HV
3.82
Open Interest
328.07K
Option Volume
1.33K
Put/Call Ratio (Volume)
0.18

Data was calculated after the 9/28/2022 closing.

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