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NUVA - Nuvasive
Implied Volatility Analysis

Implied Volatility:
103.2%

Nuvasive has an Implied Volatility (IV) of 103.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NUVA is 39 and the Implied Volatility Percentile (IVP) is 79. The current Implied Volatility Index for NUVA is 0.59 standard deviations away from its 1 year mean.

Market Cap$2.27B
Next Earnings Date11/2/2022 (36d)
Implied Volatility (IV) 30d
103.16
Implied Volatility Rank (IVR) 1y
39.47
Implied Volatility Percentile (IVP) 1y
78.61
Historical Volatility (HV) 30d
37.34
IV / HV
2.76
Open Interest
883.00
Option Volume
1.00

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

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