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VLN - Valens Semiconductor
Implied Volatility Analysis

Implied Volatility:
161.7%

Valens Semiconductor has an Implied Volatility (IV) of 161.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VLN is 12 and the Implied Volatility Percentile (IVP) is 28. The current Implied Volatility Index for VLN is -0.77 standard deviations away from its 1 year mean.

Market Cap$391.53M
Implied Volatility (IV) 30d
161.72
Implied Volatility Rank (IVR) 1y
11.98
Implied Volatility Percentile (IVP) 1y
27.78
Historical Volatility (HV) 30d
64.45
IV / HV
2.51
Open Interest
330.00
Option Volume
1.00

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

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