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BIIB - Biogen
Implied Volatility Analysis

Implied Volatility:
49.9%
Put/Call-Ratio:
4.47

Biogen has an Implied Volatility (IV) of 49.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BIIB is 46 and the Implied Volatility Percentile (IVP) is 77. The current Implied Volatility Index for BIIB is 0.70 standard deviations away from its 1 year mean.

Market Cap$30.32B
Next Earnings Date7/26/2022 (32d)
Implied Volatility (IV) 30d
49.89
Implied Volatility Rank (IVR) 1y
45.66
Implied Volatility Percentile (IVP) 1y
76.68
Historical Volatility (HV) 30d
34.52
IV / HV
1.45
Open Interest
119.54K
Option Volume
4.00K
Put/Call Ratio (Volume)
4.47

Data was calculated after the 6/23/2022 closing.

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