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TGS - Transportadora de Gas del Sur (ADR)
Implied Volatility Analysis

Implied Volatility:
111.6%

Transportadora de Gas del Sur (ADR) has an Implied Volatility (IV) of 111.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TGS is 6 and the Implied Volatility Percentile (IVP) is 18. The current Implied Volatility Index for TGS is -0.64 standard deviations away from its 1 year mean.

Market Cap$509.54M
Next Earnings Date11/8/2022 (37d)
Implied Volatility (IV) 30d
111.61
Implied Volatility Rank (IVR) 1y
5.96
Implied Volatility Percentile (IVP) 1y
18.23
Historical Volatility (HV) 30d
65.56
IV / HV
1.70
Open Interest
641.00
Option Volume
1.00

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

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