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ASRT - Assertio Holdings
Implied Volatility Analysis

Implied Volatility:
157.1%

Assertio Holdings has an Implied Volatility (IV) of 157.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ASRT is 26 and the Implied Volatility Percentile (IVP) is 58. The current Implied Volatility Index for ASRT is -0.17 standard deviations away from its 1 year mean.

Market Cap$110.33M
Next Earnings Date11/3/2022 (34d)
Implied Volatility (IV) 30d
157.14
Implied Volatility Rank (IVR) 1y
26.27
Implied Volatility Percentile (IVP) 1y
58.20
Historical Volatility (HV) 30d
53.49
IV / HV
2.94
Open Interest
18.15K
Option Volume
25.00

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

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