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SGHT - Sight Sciences
Implied Volatility Analysis

Implied Volatility:
144.1%

Sight Sciences has an Implied Volatility (IV) of 144.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SGHT is 1 and the Implied Volatility Percentile (IVP) is 5. The current Implied Volatility Index for SGHT is -0.87 standard deviations away from its 1 year mean.

Market Cap$307.52M
Next Earnings Date11/9/2022 (35d)
Implied Volatility (IV) 30d
144.13
Implied Volatility Rank (IVR) 1y
1.36
Implied Volatility Percentile (IVP) 1y
4.76
Historical Volatility (HV) 30d
84.29
IV / HV
1.71
Open Interest
425.00
Option Volume
40.00

Data was calculated after the 10/4/2022 closing.

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