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CLDX - Celldex Therapeutics
Implied Volatility Analysis

Implied Volatility:
97.9%
Put/Call-Ratio:
0.98

Celldex Therapeutics has an Implied Volatility (IV) of 97.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CLDX is 9 and the Implied Volatility Percentile (IVP) is 40. The current Implied Volatility Index for CLDX is -0.40 standard deviations away from its 1 year mean.

Market Cap$1.35B
Next Earnings Date11/8/2022 (39d)
Implied Volatility (IV) 30d
97.92
Implied Volatility Rank (IVR) 1y
8.79
Implied Volatility Percentile (IVP) 1y
40.34
Historical Volatility (HV) 30d
40.83
IV / HV
2.40
Open Interest
12.98K
Option Volume
101.00
Put/Call Ratio (Volume)
0.98

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

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