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ZEV - Lightning eMotors
Implied Volatility Analysis

Implied Volatility:
195.7%

Lightning eMotors has an Implied Volatility (IV) of 195.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ZEV is 72 and the Implied Volatility Percentile (IVP) is 99. The current Implied Volatility Index for ZEV is 3.27 standard deviations away from its 1 year mean.

Market Cap$136.12M
Next Earnings Date11/14/2022 (45d)
Implied Volatility (IV) 30d
195.69
Implied Volatility Rank (IVR) 1y
71.68
Implied Volatility Percentile (IVP) 1y
99.20
Historical Volatility (HV) 30d
92.64
IV / HV
2.11
Open Interest
71.07K
Option Volume
65.00

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

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