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IMMR - Immersion
Implied Volatility Analysis

Implied Volatility:
78.5%
Put/Call-Ratio:
0.33

Immersion has an Implied Volatility (IV) of 78.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IMMR is 10 and the Implied Volatility Percentile (IVP) is 11. The current Implied Volatility Index for IMMR is -0.84 standard deviations away from its 1 year mean.

Market Cap$183.65M
Next Earnings Date11/3/2022 (32d)
Implied Volatility (IV) 30d
78.49
Implied Volatility Rank (IVR) 1y
9.76
Implied Volatility Percentile (IVP) 1y
11.01
Historical Volatility (HV) 30d
35.96
IV / HV
2.18
Open Interest
8.10K
Option Volume
65.00
Put/Call Ratio (Volume)
0.33

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

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