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MASI - Masimo
Implied Volatility Analysis

Implied Volatility:
52.5%
Put/Call-Ratio:
1.14

Masimo has an Implied Volatility (IV) of 52.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for MASI is 23 and the Implied Volatility Percentile (IVP) is 28. The current Implied Volatility Index for MASI is -0.49 standard deviations away from its 1 year mean.

Market Cap$7.29B
Next Earnings Date2/14/2023 (68d)
Implied Volatility (IV) 30d
52.51
Implied Volatility Rank (IVR) 1y
23.39
Implied Volatility Percentile (IVP) 1y
27.99
Historical Volatility (HV) 30d
66.66
IV / HV
0.79
Open Interest
2.91K
Option Volume
30.00
Put/Call Ratio (Volume)
1.14

Data was calculated after the 12/7/2022 closing.

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