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NOVT - Novanta
Implied Volatility Analysis

Implied Volatility:
49.1%

Novanta has an Implied Volatility (IV) of 49.1% 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 23. The current Implied Volatility Index for NOVT is -0.65 standard deviations away from its 1 year mean.

Market Cap$5.41B
Next Earnings Date5/9/2023 (51d)
Implied Volatility (IV) 30d
49.14
Implied Volatility Rank (IVR) 1y
17.39
Implied Volatility Percentile (IVP) 1y
23.31
Historical Volatility (HV) 30d
43.57
IV / HV
1.13
Open Interest
99.00
Option Volume
2.00

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

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

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