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COWN - Cowen - Class A
Implied Volatility Analysis

Implied Volatility:
37.4%

Cowen - Class A has an Implied Volatility (IV) of 37.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for COWN is 13 and the Implied Volatility Percentile (IVP) is 16. The current Implied Volatility Index for COWN is -0.91 standard deviations away from its 1 year mean.

Market Cap$1.07B
Dividend Yield1.19% ($0.46)
Next Earnings Date10/27/2022 (27d)
Implied Volatility (IV) 30d
37.42
Implied Volatility Rank (IVR) 1y
13.22
Implied Volatility Percentile (IVP) 1y
16.06
Historical Volatility (HV) 30d
2.42
IV / HV
15.46
Open Interest
4.03K
Option Volume
1.00

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

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