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SLP - Simulations Plus
Implied Volatility Analysis

Implied Volatility:
101.1%
Put/Call-Ratio:
0.07

Simulations Plus has an Implied Volatility (IV) of 101.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SLP is 26 and the Implied Volatility Percentile (IVP) is 62. The current Implied Volatility Index for SLP is 0.18 standard deviations away from its 1 year mean.

Market Cap$1.02B
Dividend Yield0.47% ($0.24)
Next Earnings Date10/26/2022 (20d)
Implied Volatility (IV) 30d
101.12
Implied Volatility Rank (IVR) 1y
26.05
Implied Volatility Percentile (IVP) 1y
61.81
Historical Volatility (HV) 30d
35.24
IV / HV
2.87
Open Interest
545.00
Option Volume
16.00
Put/Call Ratio (Volume)
0.07

Data was calculated after the 10/5/2022 closing.

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