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CVLT - Commvault Systems
Implied Volatility Analysis

Implied Volatility:
50.0%
Put/Call-Ratio:
0.04

Commvault Systems has an Implied Volatility (IV) of 50.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CVLT is 15 and the Implied Volatility Percentile (IVP) is 76. The current Implied Volatility Index for CVLT is 0.33 standard deviations away from its 1 year mean.

Market Cap$2.35B
Next Earnings Date10/25/2022 (33d)
Implied Volatility (IV) 30d
49.96
Implied Volatility Rank (IVR) 1y
15.05
Implied Volatility Percentile (IVP) 1y
76.00
Historical Volatility (HV) 30d
26.86
IV / HV
1.86
Open Interest
809.00
Option Volume
27.00
Put/Call Ratio (Volume)
0.04

Data was calculated after the 9/21/2022 closing.

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