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EBS - Emergent Biosolutions
Implied Volatility Analysis

Implied Volatility:
112.0%
Put/Call-Ratio:
7.27

Emergent Biosolutions has an Implied Volatility (IV) of 112.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EBS is 59 and the Implied Volatility Percentile (IVP) is 92. The current Implied Volatility Index for EBS is 1.26 standard deviations away from its 1 year mean.

Market Cap$1.05B
Next Earnings Date11/3/2022 (40d)
Implied Volatility (IV) 30d
111.97
Implied Volatility Rank (IVR) 1y
58.70
Implied Volatility Percentile (IVP) 1y
91.57
Historical Volatility (HV) 30d
53.86
IV / HV
2.08
Open Interest
3.27K
Option Volume
306.00
Put/Call Ratio (Volume)
7.27

Data was calculated after the 9/23/2022 closing.

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