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IVAC - Intevac
Implied Volatility Analysis

Implied Volatility:
137.4%

Intevac has an Implied Volatility (IV) of 137.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IVAC is 25 and the Implied Volatility Percentile (IVP) is 65. The current Implied Volatility Index for IVAC is 0.09 standard deviations away from its 1 year mean.

Market Cap$118.55M
Next Earnings Date10/31/2022 (34d)
Implied Volatility (IV) 30d
137.45
Implied Volatility Rank (IVR) 1y
24.86
Implied Volatility Percentile (IVP) 1y
64.66
Historical Volatility (HV) 30d
32.66
IV / HV
4.21
Open Interest
630.00
Option Volume
269.00

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

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