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VWE - Vintage Wine Estates
Implied Volatility Analysis

Implied Volatility:
276.3%

Vintage Wine Estates has an Implied Volatility (IV) of 276.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VWE is 43 and the Implied Volatility Percentile (IVP) is 94. The current Implied Volatility Index for VWE is 1.94 standard deviations away from its 1 year mean.

Market Cap$179.52M
Next Earnings Date11/14/2022 (45d)
Implied Volatility (IV) 30d
276.29
Implied Volatility Rank (IVR) 1y
42.59
Implied Volatility Percentile (IVP) 1y
93.60
Historical Volatility (HV) 30d
178.57
IV / HV
1.55
Open Interest
3.41K
Option Volume
30.00

Data was calculated after the 9/29/2022 closing.

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