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BPMC - Blueprint Medicines
Implied Volatility Analysis

Implied Volatility:
100.8%
Put/Call-Ratio:
0.08

Blueprint Medicines has an Implied Volatility (IV) of 100.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BPMC is 24 and the Implied Volatility Percentile (IVP) is 53. The current Implied Volatility Index for BPMC is 0.06 standard deviations away from its 1 year mean.

Market Cap$3.96B
Next Earnings Date10/27/2022 (22d)
Implied Volatility (IV) 30d
100.76
Implied Volatility Rank (IVR) 1y
24.16
Implied Volatility Percentile (IVP) 1y
53.03
Historical Volatility (HV) 30d
50.36
IV / HV
2.00
Open Interest
6.41K
Option Volume
13.00
Put/Call Ratio (Volume)
0.08

Data was calculated after the 10/4/2022 closing.

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