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SIBN - SI-BONE
Implied Volatility Analysis

Implied Volatility:
103.2%

SI-BONE has an Implied Volatility (IV) of 103.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SIBN is 11 and the Implied Volatility Percentile (IVP) is 19. The current Implied Volatility Index for SIBN is -0.84 standard deviations away from its 1 year mean.

Market Cap$629.22M
Next Earnings Date11/7/2022 (48d)
Implied Volatility (IV) 30d
103.18
Implied Volatility Rank (IVR) 1y
10.82
Implied Volatility Percentile (IVP) 1y
18.63
Historical Volatility (HV) 30d
58.52
IV / HV
1.76
Open Interest
641.00

Data was calculated after the 9/19/2022 closing.

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