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ZETA - Zeta Global Holdings Corp - Class A
Implied Volatility Analysis

Implied Volatility:
403.4%

Zeta Global Holdings Corp - Class A has an Implied Volatility (IV) of 403.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ZETA is 46 and the Implied Volatility Percentile (IVP) is 94. The current Implied Volatility Index for ZETA is 1.68 standard deviations away from its 1 year mean.

Market Cap$1.17B
Next Earnings Date11/2/2022 (33d)
Implied Volatility (IV) 30d
403.41
Implied Volatility Rank (IVR) 1y
46.45
Implied Volatility Percentile (IVP) 1y
93.81
Historical Volatility (HV) 30d
77.57
IV / HV
5.20
Open Interest
4.27K
Option Volume
1.00

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

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