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AVLR - Avalara
Implied Volatility Analysis

Implied Volatility:
37.5%

Avalara has an Implied Volatility (IV) of 37.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AVLR is 18 and the Implied Volatility Percentile (IVP) is 14. The current Implied Volatility Index for AVLR is -1.14 standard deviations away from its 1 year mean.

Market Cap$8.10B
Next Earnings Date11/3/2022 (35d)
Implied Volatility (IV) 30d
37.46
Implied Volatility Rank (IVR) 1y
18.45
Implied Volatility Percentile (IVP) 1y
14.00
Historical Volatility (HV) 30d
6.89
IV / HV
5.44
Open Interest
15.56K
Option Volume
75.00

Data was calculated after the 9/28/2022 closing.

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