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VRA - Vera Bradley
Implied Volatility Analysis

Implied Volatility:
156.8%

Vera Bradley has an Implied Volatility (IV) of 156.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VRA is 23 and the Implied Volatility Percentile (IVP) is 75. The current Implied Volatility Index for VRA is 0.30 standard deviations away from its 1 year mean.

Market Cap$103.56M
Next Earnings Date12/7/2022 (78d)
Implied Volatility (IV) 30d
156.84
Implied Volatility Rank (IVR) 1y
23.06
Implied Volatility Percentile (IVP) 1y
75.31
Historical Volatility (HV) 30d
63.74
IV / HV
2.46
Open Interest
1.68K
Option Volume
6.00

Data was calculated after the 9/19/2022 closing.

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