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NEWR - New Relic
Implied Volatility Analysis

Implied Volatility:
46.0%
Put/Call-Ratio:
0.23

New Relic has an Implied Volatility (IV) of 46.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NEWR is 6 and the Implied Volatility Percentile (IVP) is 7. The current Implied Volatility Index for NEWR is -1.10 standard deviations away from its 1 year mean.

Market Cap$5.19B
Next Earnings Date5/11/2023 (52d)
Implied Volatility (IV) 30d
46.01
Implied Volatility Rank (IVR) 1y
6.17
Implied Volatility Percentile (IVP) 1y
7.14
Historical Volatility (HV) 30d
27.07
IV / HV
1.70
Open Interest
8.51K
Option Volume
171.00
Put/Call Ratio (Volume)
0.23

Data was calculated after the 3/17/2023 closing.

This stock chart shows NEWR Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for NEWR New Relic over a one year time horizon.
Tradingview Chart →

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