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VRRM - Verra Mobility Corp - Class A
Implied Volatility Analysis

Implied Volatility:
53.8%

Verra Mobility Corp - Class A has an Implied Volatility (IV) of 53.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VRRM is 11 and the Implied Volatility Percentile (IVP) is 18. The current Implied Volatility Index for VRRM is -0.96 standard deviations away from its 1 year mean.

Market Cap$2.39B
Next Earnings Date11/3/2022 (32d)
Implied Volatility (IV) 30d
53.80
Implied Volatility Rank (IVR) 1y
10.99
Implied Volatility Percentile (IVP) 1y
18.00
Historical Volatility (HV) 30d
26.71
IV / HV
2.01
Open Interest
8.06K
Option Volume
24.00

Data was calculated after the 9/30/2022 closing.

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