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SAVE - Spirit Airlines
Implied Volatility Analysis

Implied Volatility:
59.5%
Put/Call-Ratio:
0.98

Spirit Airlines has an Implied Volatility (IV) of 59.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SAVE is 33 and the Implied Volatility Percentile (IVP) is 54. The current Implied Volatility Index for SAVE is -0.05 standard deviations away from its 1 year mean.

Market Cap$2.13B
Next Earnings Date10/26/2022 (19d)
Implied Volatility (IV) 30d
59.53
Implied Volatility Rank (IVR) 1y
33.12
Implied Volatility Percentile (IVP) 1y
54.40
Historical Volatility (HV) 30d
38.85
IV / HV
1.53
Open Interest
234.76K
Option Volume
7.28K
Put/Call Ratio (Volume)
0.98

Data was calculated after the 10/6/2022 closing.

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