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OSIS - OSI Systems
Implied Volatility Analysis

Implied Volatility:
45.5%

OSI Systems has an Implied Volatility (IV) of 45.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for OSIS is 17 and the Implied Volatility Percentile (IVP) is 43. The current Implied Volatility Index for OSIS is -0.27 standard deviations away from its 1 year mean.

Market Cap$1.26B
Next Earnings Date10/27/2022 (30d)
Implied Volatility (IV) 30d
45.50
Implied Volatility Rank (IVR) 1y
16.59
Implied Volatility Percentile (IVP) 1y
42.51
Historical Volatility (HV) 30d
32.96
IV / HV
1.38
Open Interest
1.87K
Option Volume
263.00

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

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