← Back to Stock / ETF implied volatility screener

CAN - Canaan (ADR)
Implied Volatility Analysis

Implied Volatility:
94.8%
Put/Call-Ratio:
1.96

Canaan (ADR) has an Implied Volatility (IV) of 94.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CAN is 8 and the Implied Volatility Percentile (IVP) is 3. The current Implied Volatility Index for CAN is -2.08 standard deviations away from its 1 year mean.

Market Cap$551.68M
Next Earnings Date11/16/2022 (47d)
Implied Volatility (IV) 30d
94.83
Implied Volatility Rank (IVR) 1y
8.19
Implied Volatility Percentile (IVP) 1y
3.20
Historical Volatility (HV) 30d
44.44
IV / HV
2.13
Open Interest
60.42K
Option Volume
759.00
Put/Call Ratio (Volume)
1.96

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

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.