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FN - Fabrinet
Implied Volatility Analysis

Implied Volatility:
41.5%

Fabrinet has an Implied Volatility (IV) of 41.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FN is 13 and the Implied Volatility Percentile (IVP) is 28. The current Implied Volatility Index for FN is -0.63 standard deviations away from its 1 year mean.

Market Cap$3.52B
Next Earnings Date10/31/2022 (38d)
Implied Volatility (IV) 30d
41.46
Implied Volatility Rank (IVR) 1y
12.68
Implied Volatility Percentile (IVP) 1y
27.87
Historical Volatility (HV) 30d
32.50
IV / HV
1.28
Open Interest
456.00
Option Volume
1.00

Data was calculated after the 9/22/2022 closing.

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