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OSPN - OneSpan
Implied Volatility Analysis

Implied Volatility:
131.5%

OneSpan has an Implied Volatility (IV) of 131.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for OSPN is 45 and the Implied Volatility Percentile (IVP) is 90. The current Implied Volatility Index for OSPN is 1.14 standard deviations away from its 1 year mean.

Market Cap$350.42M
Next Earnings Date11/1/2022 (35d)
Implied Volatility (IV) 30d
131.48
Implied Volatility Rank (IVR) 1y
44.83
Implied Volatility Percentile (IVP) 1y
89.56
Historical Volatility (HV) 30d
50.95
IV / HV
2.58
Open Interest
520.00

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

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