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AMYT - Amryt Pharma (ADR)
Implied Volatility Analysis

Implied Volatility:
150.1%

Amryt Pharma (ADR) has an Implied Volatility (IV) of 150.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AMYT is 8 and the Implied Volatility Percentile (IVP) is 36. The current Implied Volatility Index for AMYT is -0.56 standard deviations away from its 1 year mean.

Market Cap$454.14M
Next Earnings Date11/2/2022 (36d)
Implied Volatility (IV) 30d
150.13
Implied Volatility Rank (IVR) 1y
7.77
Implied Volatility Percentile (IVP) 1y
35.65
Historical Volatility (HV) 30d
39.11
IV / HV
3.84
Open Interest
183.00

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

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