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THRN - Thorne Healthtech
Implied Volatility Analysis

Implied Volatility:
224.2%

Thorne Healthtech has an Implied Volatility (IV) of 224.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for THRN is 33 and the Implied Volatility Percentile (IVP) is 72. The current Implied Volatility Index for THRN is 0.32 standard deviations away from its 1 year mean.

Market Cap$262.13M
Next Earnings Date11/9/2022 (40d)
Implied Volatility (IV) 30d
224.18
Implied Volatility Rank (IVR) 1y
33.44
Implied Volatility Percentile (IVP) 1y
72.22
Historical Volatility (HV) 30d
36.40
IV / HV
6.16
Open Interest
251.00

Data was calculated after the 9/29/2022 closing.

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