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CLNN - Clene
Implied Volatility Analysis

Implied Volatility:
418.8%
Put/Call-Ratio:
29.53

Clene has an Implied Volatility (IV) of 418.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CLNN is 61 and the Implied Volatility Percentile (IVP) is 87. The current Implied Volatility Index for CLNN is 1.13 standard deviations away from its 1 year mean.

Market Cap$178.44M
Next Earnings Date11/7/2022 (36d)
Implied Volatility (IV) 30d
418.84
Implied Volatility Rank (IVR) 1y
60.63
Implied Volatility Percentile (IVP) 1y
87.01
Historical Volatility (HV) 30d
66.06
IV / HV
6.34
Open Interest
123.27K
Option Volume
11.02K
Put/Call Ratio (Volume)
29.53

Data was calculated after the 9/30/2022 closing.

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