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ULCC - Frontier Group Holdings
Implied Volatility Analysis

Implied Volatility:
69.7%
Put/Call-Ratio:
0.27

Frontier Group Holdings has an Implied Volatility (IV) of 69.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ULCC is 6 and the Implied Volatility Percentile (IVP) is 45. The current Implied Volatility Index for ULCC is -0.32 standard deviations away from its 1 year mean.

Market Cap$2.19B
Next Earnings Date10/26/2022 (27d)
Implied Volatility (IV) 30d
69.70
Implied Volatility Rank (IVR) 1y
5.60
Implied Volatility Percentile (IVP) 1y
45.16
Historical Volatility (HV) 30d
50.98
IV / HV
1.37
Open Interest
13.54K
Option Volume
301.00
Put/Call Ratio (Volume)
0.27

Data was calculated after the 9/28/2022 closing.

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