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BGNE - BeiGene (ADR)
Implied Volatility Analysis

Implied Volatility:
71.9%
Put/Call-Ratio:
2.00

BeiGene (ADR) has an Implied Volatility (IV) of 71.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BGNE is 15 and the Implied Volatility Percentile (IVP) is 11. The current Implied Volatility Index for BGNE is -1.37 standard deviations away from its 1 year mean.

Market Cap$18.85B
Next Earnings Date2/24/2023 (89d)
Implied Volatility (IV) 30d
71.89
Implied Volatility Rank (IVR) 1y
14.85
Implied Volatility Percentile (IVP) 1y
10.52
Historical Volatility (HV) 30d
64.31
IV / HV
1.12
Open Interest
2.91K
Option Volume
183.00
Put/Call Ratio (Volume)
2.00

Data was calculated after the 11/25/2022 closing.

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