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CWAN - Clearwater Analytics Holdings Inc Class A
Implied Volatility Analysis

Implied Volatility:
246.4%

Clearwater Analytics Holdings Inc Class A has an Implied Volatility (IV) of 246.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CWAN is 50 and the Implied Volatility Percentile (IVP) is 97. The current Implied Volatility Index for CWAN is 1.97 standard deviations away from its 1 year mean.

Market Cap$922.13M
Next Earnings Date11/2/2022 (48d)
Implied Volatility (IV) 30d
246.40
Implied Volatility Rank (IVR) 1y
50.47
Implied Volatility Percentile (IVP) 1y
97.12
Historical Volatility (HV) 30d
27.43
IV / HV
8.98
Open Interest
490.00

Data was calculated after the 9/14/2022 closing.

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