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SNBR - Sleep Number
Implied Volatility Analysis

Implied Volatility:
76.2%
Put/Call-Ratio:
4.90

Sleep Number has an Implied Volatility (IV) of 76.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SNBR is 19 and the Implied Volatility Percentile (IVP) is 57. The current Implied Volatility Index for SNBR is 0.05 standard deviations away from its 1 year mean.

Market Cap$947.09M
Next Earnings Date10/26/2022 (37d)
Implied Volatility (IV) 30d
76.15
Implied Volatility Rank (IVR) 1y
19.33
Implied Volatility Percentile (IVP) 1y
56.80
Historical Volatility (HV) 30d
63.79
IV / HV
1.19
Open Interest
9.08K
Option Volume
708.00
Put/Call Ratio (Volume)
4.90

Data was calculated after the 9/16/2022 closing.

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