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BZUN - Baozun (ADR)
Implied Volatility Analysis

Implied Volatility:
111.9%
Put/Call-Ratio:
1.39

Baozun (ADR) has an Implied Volatility (IV) of 111.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BZUN is 39 and the Implied Volatility Percentile (IVP) is 85. The current Implied Volatility Index for BZUN is 0.90 standard deviations away from its 1 year mean.

Market Cap$342.18M
Next Earnings Date11/29/2022 (60d)
Implied Volatility (IV) 30d
111.88
Implied Volatility Rank (IVR) 1y
38.98
Implied Volatility Percentile (IVP) 1y
85.20
Historical Volatility (HV) 30d
53.76
IV / HV
2.08
Open Interest
30.88K
Option Volume
74.00
Put/Call Ratio (Volume)
1.39

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

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