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TREX - TREX
Implied Volatility Analysis

Implied Volatility:
64.8%
Put/Call-Ratio:
0.18

TREX has an Implied Volatility (IV) of 64.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TREX is 40 and the Implied Volatility Percentile (IVP) is 54. The current Implied Volatility Index for TREX is 0.13 standard deviations away from its 1 year mean.

Market Cap$4.77B
Next Earnings Date2/27/2023 (81d)
Implied Volatility (IV) 30d
64.75
Implied Volatility Rank (IVR) 1y
39.69
Implied Volatility Percentile (IVP) 1y
53.57
Historical Volatility (HV) 30d
62.45
IV / HV
1.04
Open Interest
12.95K
Option Volume
123.00
Put/Call Ratio (Volume)
0.18

Data was calculated after the 12/7/2022 closing.

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