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EVAX - Evaxion Biotech A/S (ADR)
Implied Volatility Analysis

Implied Volatility:
239.7%
Put/Call-Ratio:
1.54

Evaxion Biotech A/S (ADR) has an Implied Volatility (IV) of 239.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EVAX is 17 and the Implied Volatility Percentile (IVP) is 30. The current Implied Volatility Index for EVAX is -0.76 standard deviations away from its 1 year mean.

Market Cap$66.02M
Next Earnings Date11/8/2022 (39d)
Implied Volatility (IV) 30d
239.68
Implied Volatility Rank (IVR) 1y
17.00
Implied Volatility Percentile (IVP) 1y
29.71
Historical Volatility (HV) 30d
127.02
IV / HV
1.89
Open Interest
11.61K
Option Volume
99.00
Put/Call Ratio (Volume)
1.54

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

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