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BGNE - BeiGene (ADR)
Implied Volatility Analysis

Implied Volatility:
97.5%
Put/Call-Ratio:
4.75

BeiGene (ADR) has an Implied Volatility (IV) of 97.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BGNE is 58 and the Implied Volatility Percentile (IVP) is 72. The current Implied Volatility Index for BGNE is 0.81 standard deviations away from its 1 year mean.

Market Cap$17.04B
Next Earnings Date8/4/2022 (35d)
Implied Volatility (IV) 30d
97.47
Implied Volatility Rank (IVR) 1y
57.66
Implied Volatility Percentile (IVP) 1y
72.28
Historical Volatility (HV) 30d
97.42
IV / HV
1.00
Open Interest
1.36K
Option Volume
23.00
Put/Call Ratio (Volume)
4.75

Data was calculated after the 6/29/2022 closing.

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