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VAL - Valaris
Implied Volatility Analysis

Implied Volatility:
89.0%
Put/Call-Ratio:
0.50

Valaris has an Implied Volatility (IV) of 89.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VAL is 49 and the Implied Volatility Percentile (IVP) is 84. The current Implied Volatility Index for VAL is 0.90 standard deviations away from its 1 year mean.

Market Cap$3.59B
Next Earnings Date11/2/2022 (34d)
Implied Volatility (IV) 30d
89.00
Implied Volatility Rank (IVR) 1y
49.30
Implied Volatility Percentile (IVP) 1y
83.60
Historical Volatility (HV) 30d
66.17
IV / HV
1.35
Open Interest
12.46K
Option Volume
24.00
Put/Call Ratio (Volume)
0.50

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

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