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EPIX - Essa Pharma
Implied Volatility Analysis

Implied Volatility:
237.6%
Put/Call-Ratio:
0.03

Essa Pharma has an Implied Volatility (IV) of 237.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EPIX is 18 and the Implied Volatility Percentile (IVP) is 40. The current Implied Volatility Index for EPIX is -0.42 standard deviations away from its 1 year mean.

Market Cap$113.51M
Implied Volatility (IV) 30d
237.55
Implied Volatility Rank (IVR) 1y
18.28
Implied Volatility Percentile (IVP) 1y
39.57
Historical Volatility (HV) 30d
102.58
IV / HV
2.32
Open Interest
4.05K
Option Volume
41.00
Put/Call Ratio (Volume)
0.03

Data was calculated after the 11/30/2022 closing.

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