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AXSM - Axsome Therapeutics
Implied Volatility Analysis

Implied Volatility:
105.2%
Put/Call-Ratio:
1.12

Axsome Therapeutics has an Implied Volatility (IV) of 105.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AXSM is 15 and the Implied Volatility Percentile (IVP) is 10. The current Implied Volatility Index for AXSM is -1.42 standard deviations away from its 1 year mean.

Market Cap$1.72B
Next Earnings Date11/7/2022 (36d)
Implied Volatility (IV) 30d
105.18
Implied Volatility Rank (IVR) 1y
15.29
Implied Volatility Percentile (IVP) 1y
10.44
Historical Volatility (HV) 30d
54.38
IV / HV
1.93
Open Interest
70.01K
Option Volume
3.50K
Put/Call Ratio (Volume)
1.12

Data was calculated after the 9/30/2022 closing.

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