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SNDL - SNDL
Implied Volatility Analysis

Implied Volatility:
106.5%
Put/Call-Ratio:
0.35

SNDL has an Implied Volatility (IV) of 106.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SNDL is 3 and the Implied Volatility Percentile (IVP) is 6. The current Implied Volatility Index for SNDL is -1.11 standard deviations away from its 1 year mean.

Market Cap$3.65B
Next Earnings Date11/10/2022 (39d)
Implied Volatility (IV) 30d
106.53
Implied Volatility Rank (IVR) 1y
2.70
Implied Volatility Percentile (IVP) 1y
6.01
Historical Volatility (HV) 30d
67.38
IV / HV
1.58
Open Interest
88.17K
Option Volume
1.38K
Put/Call Ratio (Volume)
0.35

Data was calculated after the 9/30/2022 closing.

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