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SPWH - Sportsman`s Warehouse Holdings
Implied Volatility Analysis

Implied Volatility:
112.3%
Put/Call-Ratio:
0.19

Sportsman`s Warehouse Holdings has an Implied Volatility (IV) of 112.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPWH is 38 and the Implied Volatility Percentile (IVP) is 81. The current Implied Volatility Index for SPWH is 0.52 standard deviations away from its 1 year mean.

Market Cap$348.65M
Next Earnings Date12/7/2022 (62d)
Implied Volatility (IV) 30d
112.34
Implied Volatility Rank (IVR) 1y
37.51
Implied Volatility Percentile (IVP) 1y
80.87
Historical Volatility (HV) 30d
57.26
IV / HV
1.96
Open Interest
10.30K
Option Volume
19.00
Put/Call Ratio (Volume)
0.19

Data was calculated after the 10/5/2022 closing.

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