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CERE - Cerevel Therapeutics Holdings
Implied Volatility Analysis

Implied Volatility:
119.3%
Put/Call-Ratio:
0.02

Cerevel Therapeutics Holdings has an Implied Volatility (IV) of 119.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CERE is 13 and the Implied Volatility Percentile (IVP) is 70. The current Implied Volatility Index for CERE is 0.09 standard deviations away from its 1 year mean.

Market Cap$4.12B
Next Earnings Date10/31/2022 (32d)
Implied Volatility (IV) 30d
119.25
Implied Volatility Rank (IVR) 1y
13.43
Implied Volatility Percentile (IVP) 1y
70.17
Historical Volatility (HV) 30d
46.96
IV / HV
2.54
Open Interest
9.86K
Option Volume
337.00
Put/Call Ratio (Volume)
0.02

Data was calculated after the 9/28/2022 closing.

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