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JBI - Janus International Group - Class A
Implied Volatility Analysis

Implied Volatility:
68.5%

Janus International Group - Class A has an Implied Volatility (IV) of 68.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for JBI is 4 and the Implied Volatility Percentile (IVP) is 19. The current Implied Volatility Index for JBI is -0.71 standard deviations away from its 1 year mean.

Market Cap$1.32B
Next Earnings Date11/8/2022 (41d)
Implied Volatility (IV) 30d
68.47
Implied Volatility Rank (IVR) 1y
4.34
Implied Volatility Percentile (IVP) 1y
19.39
Historical Volatility (HV) 30d
30.27
IV / HV
2.26
Open Interest
6.62K

Data was calculated after the 9/27/2022 closing.

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