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NOVT - Novanta
Implied Volatility Analysis

Implied Volatility:
44.1%

Novanta has an Implied Volatility (IV) of 44.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NOVT is 17 and the Implied Volatility Percentile (IVP) is 28. The current Implied Volatility Index for NOVT is -0.71 standard deviations away from its 1 year mean.

Market Cap$4.43B
Next Earnings Date11/8/2022 (46d)
Implied Volatility (IV) 30d
44.13
Implied Volatility Rank (IVR) 1y
16.57
Implied Volatility Percentile (IVP) 1y
28.00
Historical Volatility (HV) 30d
35.71
IV / HV
1.24
Open Interest
252.00
Option Volume
1.00

Data was calculated after the 9/22/2022 closing.

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