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BCYC - Bicycle Therapeutics (ADR)
Implied Volatility Analysis

Implied Volatility:
159.7%

Bicycle Therapeutics (ADR) has an Implied Volatility (IV) of 159.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BCYC is 31 and the Implied Volatility Percentile (IVP) is 70. The current Implied Volatility Index for BCYC is 0.30 standard deviations away from its 1 year mean.

Market Cap$725.28M
Next Earnings Date11/3/2022 (42d)
Implied Volatility (IV) 30d
159.68
Implied Volatility Rank (IVR) 1y
30.60
Implied Volatility Percentile (IVP) 1y
70.39
Historical Volatility (HV) 30d
34.93
IV / HV
4.57
Open Interest
247.00
Option Volume
4.00

Data was calculated after the 9/21/2022 closing.

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