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CASA - Casa Systems
Implied Volatility Analysis

Implied Volatility:
294.8%

Casa Systems has an Implied Volatility (IV) of 294.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CASA is 63 and the Implied Volatility Percentile (IVP) is 98. The current Implied Volatility Index for CASA is 2.73 standard deviations away from its 1 year mean.

Market Cap$309.85M
Next Earnings Date11/1/2022 (32d)
Implied Volatility (IV) 30d
294.78
Implied Volatility Rank (IVR) 1y
62.83
Implied Volatility Percentile (IVP) 1y
98.00
Historical Volatility (HV) 30d
50.57
IV / HV
5.83
Open Interest
2.50K
Option Volume
34.00

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

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