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IRBT - Irobot
Implied Volatility Analysis

Implied Volatility:
60.4%
Put/Call-Ratio:
0.19

Irobot has an Implied Volatility (IV) of 60.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IRBT is 49 and the Implied Volatility Percentile (IVP) is 25. The current Implied Volatility Index for IRBT is -0.64 standard deviations away from its 1 year mean.

Market Cap$1.57B
Next Earnings Date11/2/2022 (36d)
Implied Volatility (IV) 30d
60.35
Implied Volatility Rank (IVR) 1y
49.48
Implied Volatility Percentile (IVP) 1y
24.90
Historical Volatility (HV) 30d
5.53
IV / HV
10.91
Open Interest
21.37K
Option Volume
131.00
Put/Call Ratio (Volume)
0.19

Data was calculated after the 9/26/2022 closing.

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