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.
|Dividend Yield||1.19% ($0.46)|
|Next Earnings Date||10/27/2022 (27d)|
|Implied Volatility (IV) 30d|
|Implied Volatility Rank (IVR) 1y|
|Implied Volatility Percentile (IVP) 1y|
|Historical Volatility (HV) 30d|
|IV / HV|
Data was calculated after the 9/29/2022 closing.