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SCPL - Sciplay Corp - Class A
Implied Volatility Analysis

Implied Volatility:
85.8%

Sciplay Corp - Class A has an Implied Volatility (IV) of 85.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SCPL is 14 and the Implied Volatility Percentile (IVP) is 46. The current Implied Volatility Index for SCPL is -0.30 standard deviations away from its 1 year mean.

Market Cap$263.45M
Next Earnings Date11/9/2022 (44d)
Implied Volatility (IV) 30d
85.78
Implied Volatility Rank (IVR) 1y
14.19
Implied Volatility Percentile (IVP) 1y
45.50
Historical Volatility (HV) 30d
30.07
IV / HV
2.85
Open Interest
21.80K

Data was calculated after the 9/23/2022 closing.

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