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TK - Teekay
Implied Volatility Analysis

Implied Volatility:
116.7%

Teekay has an Implied Volatility (IV) of 116.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TK is 12 and the Implied Volatility Percentile (IVP) is 16. The current Implied Volatility Index for TK is -0.94 standard deviations away from its 1 year mean.

Market Cap$387.45M
Next Earnings Date11/3/2022 (41d)
Implied Volatility (IV) 30d
116.69
Implied Volatility Rank (IVR) 1y
11.84
Implied Volatility Percentile (IVP) 1y
16.14
Historical Volatility (HV) 30d
37.86
IV / HV
3.08
Open Interest
22.19K
Option Volume
378.00

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

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