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DAWN - Day One Biopharmaceuticals
Implied Volatility Analysis

Implied Volatility:
162.6%
Put/Call-Ratio:
0.25

Day One Biopharmaceuticals has an Implied Volatility (IV) of 162.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DAWN is 11 and the Implied Volatility Percentile (IVP) is 47. The current Implied Volatility Index for DAWN is -0.41 standard deviations away from its 1 year mean.

Market Cap$1.48B
Next Earnings Date11/3/2022 (34d)
Implied Volatility (IV) 30d
162.56
Implied Volatility Rank (IVR) 1y
11.00
Implied Volatility Percentile (IVP) 1y
46.64
Historical Volatility (HV) 30d
61.33
IV / HV
2.65
Open Interest
3.90K
Option Volume
5.00
Put/Call Ratio (Volume)
0.25

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

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