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NEWR - New Relic
Implied Volatility Analysis

Implied Volatility:
56.2%
Put/Call-Ratio:
0.03

New Relic has an Implied Volatility (IV) of 56.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NEWR is 13 and the Implied Volatility Percentile (IVP) is 30. The current Implied Volatility Index for NEWR is -0.61 standard deviations away from its 1 year mean.

Market Cap$3.71B
Next Earnings Date11/7/2022 (39d)
Implied Volatility (IV) 30d
56.23
Implied Volatility Rank (IVR) 1y
12.50
Implied Volatility Percentile (IVP) 1y
30.12
Historical Volatility (HV) 30d
36.48
IV / HV
1.54
Open Interest
12.97K
Option Volume
112.00
Put/Call Ratio (Volume)
0.03

Data was calculated after the 9/28/2022 closing.

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