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SPCE - Virgin Galactic Holdings - Class A
Implied Volatility Analysis

Implied Volatility:
93.3%
Put/Call-Ratio:
0.29

Virgin Galactic Holdings - Class A has an Implied Volatility (IV) of 93.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPCE is 22 and the Implied Volatility Percentile (IVP) is 43. The current Implied Volatility Index for SPCE is -0.18 standard deviations away from its 1 year mean.

Market Cap$1.31B
Next Earnings Date11/7/2022 (46d)
Implied Volatility (IV) 30d
93.26
Implied Volatility Rank (IVR) 1y
22.21
Implied Volatility Percentile (IVP) 1y
43.48
Historical Volatility (HV) 30d
50.10
IV / HV
1.86
Open Interest
489.51K
Option Volume
12.95K
Put/Call Ratio (Volume)
0.29

Data was calculated after the 9/21/2022 closing.

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