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VRM - Vroom
Implied Volatility Analysis

Implied Volatility:
173.0%
Put/Call-Ratio:
0.39

Vroom has an Implied Volatility (IV) of 173.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VRM is 45 and the Implied Volatility Percentile (IVP) is 41. The current Implied Volatility Index for VRM is 0.02 standard deviations away from its 1 year mean.

Market Cap$176.86M
Next Earnings Date2/27/2023 (88d)
Implied Volatility (IV) 30d
173.03
Implied Volatility Rank (IVR) 1y
45.20
Implied Volatility Percentile (IVP) 1y
41.39
Historical Volatility (HV) 30d
110.88
IV / HV
1.56
Open Interest
319.30K
Option Volume
768.00
Put/Call Ratio (Volume)
0.39

Data was calculated after the 11/30/2022 closing.

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