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AVXL - Anavex Life Sciences Corporation
Implied Volatility Analysis

Implied Volatility:
158.6%
Put/Call-Ratio:
0.70

Anavex Life Sciences Corporation has an Implied Volatility (IV) of 158.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AVXL is 19 and the Implied Volatility Percentile (IVP) is 58. The current Implied Volatility Index for AVXL is -0.08 standard deviations away from its 1 year mean.

Market Cap$720.97M
Next Earnings Date11/25/2022 (66d)
Implied Volatility (IV) 30d
158.57
Implied Volatility Rank (IVR) 1y
19.29
Implied Volatility Percentile (IVP) 1y
58.27
Historical Volatility (HV) 30d
58.52
IV / HV
2.71
Open Interest
54.87K
Option Volume
1.84K
Put/Call Ratio (Volume)
0.70

Data was calculated after the 9/19/2022 closing.

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