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SOVO - Sovos Brands
Implied Volatility Analysis

Implied Volatility:
164.6%

Sovos Brands has an Implied Volatility (IV) of 164.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SOVO is 27 and the Implied Volatility Percentile (IVP) is 54. The current Implied Volatility Index for SOVO is 0.00 standard deviations away from its 1 year mean.

Market Cap$1.48B
Next Earnings Date11/3/2022 (38d)
Implied Volatility (IV) 30d
164.60
Implied Volatility Rank (IVR) 1y
27.14
Implied Volatility Percentile (IVP) 1y
53.74
Historical Volatility (HV) 30d
35.22
IV / HV
4.67
Open Interest
2.26K

Data was calculated after the 9/23/2022 closing.

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