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SWIR - Sierra Wireless
Implied Volatility Analysis

Implied Volatility:
34.0%
Put/Call-Ratio:
2.00

Sierra Wireless has an Implied Volatility (IV) of 34.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SWIR is 9 and the Implied Volatility Percentile (IVP) is 8. The current Implied Volatility Index for SWIR is -1.50 standard deviations away from its 1 year mean.

Market Cap$1.19B
Next Earnings Date11/8/2022 (41d)
Implied Volatility (IV) 30d
34.04
Implied Volatility Rank (IVR) 1y
9.48
Implied Volatility Percentile (IVP) 1y
8.40
Historical Volatility (HV) 30d
3.33
IV / HV
10.22
Open Interest
32.85K
Option Volume
12.00
Put/Call Ratio (Volume)
2.00

Data was calculated after the 9/27/2022 closing.

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