← Back to Stock / ETF implied volatility screener

ALT - Altimmune
Implied Volatility Analysis

Implied Volatility:
113.8%
Put/Call-Ratio:
0.10

Altimmune has an Implied Volatility (IV) of 113.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ALT is 12 and the Implied Volatility Percentile (IVP) is 33. The current Implied Volatility Index for ALT is -0.63 standard deviations away from its 1 year mean.

Market Cap$679.00M
Next Earnings Date11/8/2022 (39d)
Implied Volatility (IV) 30d
113.77
Implied Volatility Rank (IVR) 1y
12.14
Implied Volatility Percentile (IVP) 1y
32.80
Historical Volatility (HV) 30d
142.92
IV / HV
0.80
Open Interest
73.94K
Option Volume
5.88K
Put/Call Ratio (Volume)
0.10

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

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.