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TREX - TREX
Implied Volatility Analysis

Implied Volatility:
66.1%
Put/Call-Ratio:
0.06

TREX has an Implied Volatility (IV) of 66.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TREX is 51 and the Implied Volatility Percentile (IVP) is 82. The current Implied Volatility Index for TREX is 0.94 standard deviations away from its 1 year mean.

Market Cap$6.42B
Next Earnings Date8/1/2022 (37d)
Implied Volatility (IV) 30d
66.10
Implied Volatility Rank (IVR) 1y
50.78
Implied Volatility Percentile (IVP) 1y
81.78
Historical Volatility (HV) 30d
64.64
IV / HV
1.02
Open Interest
8.09K
Option Volume
1.84K
Put/Call Ratio (Volume)
0.06

Data was calculated after the 6/24/2022 closing.

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