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ALDX - Aldeyra Therapeutics
Implied Volatility Analysis

Implied Volatility:
131.0%

Aldeyra Therapeutics has an Implied Volatility (IV) of 131.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ALDX is 9 and the Implied Volatility Percentile (IVP) is 13. The current Implied Volatility Index for ALDX is -0.93 standard deviations away from its 1 year mean.

Market Cap$317.28M
Next Earnings Date10/27/2022 (30d)
Implied Volatility (IV) 30d
131.02
Implied Volatility Rank (IVR) 1y
9.13
Implied Volatility Percentile (IVP) 1y
13.14
Historical Volatility (HV) 30d
48.38
IV / HV
2.71
Open Interest
10.86K
Option Volume
3.00
0

Data was calculated after the 9/26/2022 closing.

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