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GNSS - Genasys
Implied Volatility Analysis

Implied Volatility:
156.4%

Genasys has an Implied Volatility (IV) of 156.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GNSS is 16 and the Implied Volatility Percentile (IVP) is 18. The current Implied Volatility Index for GNSS is -0.84 standard deviations away from its 1 year mean.

Market Cap$104.66M
Next Earnings Date11/21/2022 (50d)
Implied Volatility (IV) 30d
156.36
Implied Volatility Rank (IVR) 1y
15.92
Implied Volatility Percentile (IVP) 1y
18.00
Historical Volatility (HV) 30d
65.37
IV / HV
2.39
Open Interest
850.00
Option Volume
1.00

Data was calculated after the 9/30/2022 closing.

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