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TSQ - Townsquare Media - Class A
Implied Volatility Analysis

Implied Volatility:
57.3%

Townsquare Media - Class A has an Implied Volatility (IV) of 57.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TSQ is 9 and the Implied Volatility Percentile (IVP) is 3. The current Implied Volatility Index for TSQ is -1.48 standard deviations away from its 1 year mean.

Market Cap$93.47M
Next Earnings Date11/1/2022 (28d)
Implied Volatility (IV) 30d
57.28
Implied Volatility Rank (IVR) 1y
9.32
Implied Volatility Percentile (IVP) 1y
3.21
Historical Volatility (HV) 30d
36.17
IV / HV
1.58
Open Interest
440.00
Option Volume
2.00

Data was calculated after the 10/3/2022 closing.

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