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CORT - Corcept Therapeutics
Implied Volatility Analysis

Implied Volatility:
80.0%
Put/Call-Ratio:
1.00

Corcept Therapeutics has an Implied Volatility (IV) of 80.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CORT is 21 and the Implied Volatility Percentile (IVP) is 43. The current Implied Volatility Index for CORT is -0.27 standard deviations away from its 1 year mean.

Market Cap$2.67B
Next Earnings Date11/2/2022 (34d)
Implied Volatility (IV) 30d
80.00
Implied Volatility Rank (IVR) 1y
21.19
Implied Volatility Percentile (IVP) 1y
43.04
Historical Volatility (HV) 30d
22.24
IV / HV
3.60
Open Interest
7.32K
Option Volume
2.00
Put/Call Ratio (Volume)
1.00

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

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