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CALT - Calliditas Therapeutics AB (ADR)
Implied Volatility Analysis

Implied Volatility:
166.1%

Calliditas Therapeutics AB (ADR) has an Implied Volatility (IV) of 166.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CALT is 8 and the Implied Volatility Percentile (IVP) is 66. The current Implied Volatility Index for CALT is -0.13 standard deviations away from its 1 year mean.

Market Cap$417.65M
Next Earnings Date11/14/2022 (45d)
Implied Volatility (IV) 30d
166.09
Implied Volatility Rank (IVR) 1y
8.33
Implied Volatility Percentile (IVP) 1y
65.70
Historical Volatility (HV) 30d
39.21
IV / HV
4.24
Open Interest
504.00
Option Volume
1.00

Data was calculated after the 9/29/2022 closing.

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