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EIGR - Eiger BioPharmaceuticals
Implied Volatility Analysis

Implied Volatility:
185.3%
Put/Call-Ratio:
25.00

Eiger BioPharmaceuticals has an Implied Volatility (IV) of 185.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EIGR is 23 and the Implied Volatility Percentile (IVP) is 56. The current Implied Volatility Index for EIGR is -0.17 standard deviations away from its 1 year mean.

Market Cap$352.17M
Next Earnings Date11/3/2022 (34d)
Implied Volatility (IV) 30d
185.34
Implied Volatility Rank (IVR) 1y
23.09
Implied Volatility Percentile (IVP) 1y
55.60
Historical Volatility (HV) 30d
132.09
IV / HV
1.40
Open Interest
5.53K
Option Volume
26.00
Put/Call Ratio (Volume)
25.00

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

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