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ANNX - Annexon
Implied Volatility Analysis

Implied Volatility:
158.0%

Annexon has an Implied Volatility (IV) of 158.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ANNX is 9 and the Implied Volatility Percentile (IVP) is 26. The current Implied Volatility Index for ANNX is -0.76 standard deviations away from its 1 year mean.

Market Cap$291.42M
Next Earnings Date11/8/2022 (45d)
Implied Volatility (IV) 30d
158.04
Implied Volatility Rank (IVR) 1y
9.48
Implied Volatility Percentile (IVP) 1y
25.82
Historical Volatility (HV) 30d
59.88
IV / HV
2.64
Open Interest
12.47K
Option Volume
56.00

Data was calculated after the 9/23/2022 closing.

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