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NVX - Novonix Limited (ADR)
Implied Volatility Analysis

Implied Volatility:
408.9%

Novonix Limited (ADR) has an Implied Volatility (IV) of 408.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NVX is 100 and the Implied Volatility Percentile (IVP) is 100. The current Implied Volatility Index for NVX is 1.34 standard deviations away from its 1 year mean.

Market Cap$719.07M
Implied Volatility (IV) 30d
408.89
Implied Volatility Rank (IVR) 1y
100.00
Implied Volatility Percentile (IVP) 1y
100.00
Historical Volatility (HV) 30d
61.41
IV / HV
6.66
Open Interest
5.00
Option Volume
3.00

Data was calculated after the 11/30/2022 closing.

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