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BCLI - Brainstorm Cell Therapeutics
Implied Volatility Analysis

Implied Volatility:
185.3%

Brainstorm Cell Therapeutics has an Implied Volatility (IV) of 185.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BCLI is 14 and the Implied Volatility Percentile (IVP) is 53. The current Implied Volatility Index for BCLI is -0.25 standard deviations away from its 1 year mean.

Market Cap$152.51M
Next Earnings Date10/17/2022 (17d)
Implied Volatility (IV) 30d
185.35
Implied Volatility Rank (IVR) 1y
13.79
Implied Volatility Percentile (IVP) 1y
53.20
Historical Volatility (HV) 30d
65.54
IV / HV
2.83
Open Interest
25.45K
Option Volume
383.00

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

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