← Back to Stock / ETF implied volatility screener

NCNO - Ncino
Implied Volatility Analysis

Implied Volatility:
67.2%
Put/Call-Ratio:
1.00

Ncino has an Implied Volatility (IV) of 67.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NCNO is 36 and the Implied Volatility Percentile (IVP) is 31. The current Implied Volatility Index for NCNO is -0.40 standard deviations away from its 1 year mean.

Market Cap$3.77B
Next Earnings Date11/30/2022 (64d)
Implied Volatility (IV) 30d
67.23
Implied Volatility Rank (IVR) 1y
35.76
Implied Volatility Percentile (IVP) 1y
31.33
Historical Volatility (HV) 30d
59.58
IV / HV
1.13
Open Interest
14.70K
Option Volume
42.00
Put/Call Ratio (Volume)
1.00

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

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.