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SPSC - SPS Commerce
Implied Volatility Analysis

Implied Volatility:
51.0%

SPS Commerce has an Implied Volatility (IV) of 51.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPSC is 12 and the Implied Volatility Percentile (IVP) is 27. The current Implied Volatility Index for SPSC is -0.63 standard deviations away from its 1 year mean.

Market Cap$4.30B
Next Earnings Date10/27/2022 (31d)
Implied Volatility (IV) 30d
51.00
Implied Volatility Rank (IVR) 1y
12.36
Implied Volatility Percentile (IVP) 1y
27.40
Historical Volatility (HV) 30d
27.60
IV / HV
1.85
Open Interest
234.00
Option Volume
1.00

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

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