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CMPS - Compass Pathways (ADR)
Implied Volatility Analysis

Implied Volatility:
102.3%
Put/Call-Ratio:
0.10

Compass Pathways (ADR) has an Implied Volatility (IV) of 102.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CMPS is 14 and the Implied Volatility Percentile (IVP) is 65. The current Implied Volatility Index for CMPS is -0.14 standard deviations away from its 1 year mean.

Market Cap$489.43M
Next Earnings Date11/2/2022 (35d)
Implied Volatility (IV) 30d
102.25
Implied Volatility Rank (IVR) 1y
13.51
Implied Volatility Percentile (IVP) 1y
65.37
Historical Volatility (HV) 30d
70.62
IV / HV
1.45
Open Interest
21.89K
Option Volume
264.00
Put/Call Ratio (Volume)
0.10

Data was calculated after the 9/27/2022 closing.

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