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ABUS - Arbutus Biopharma
Implied Volatility Analysis

Implied Volatility:
173.9%

Arbutus Biopharma has an Implied Volatility (IV) of 173.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ABUS is 31 and the Implied Volatility Percentile (IVP) is 88. The current Implied Volatility Index for ABUS is 1.07 standard deviations away from its 1 year mean.

Market Cap$305.90M
Next Earnings Date11/3/2022 (34d)
Implied Volatility (IV) 30d
173.94
Implied Volatility Rank (IVR) 1y
31.34
Implied Volatility Percentile (IVP) 1y
88.48
Historical Volatility (HV) 30d
48.31
IV / HV
3.60
Open Interest
27.66K
Option Volume
488.00

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

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