Exelixis has an Implied Volatility (IV) of 55.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EXEL is 24 and the Implied Volatility Percentile (IVP) is 43. The current Implied Volatility Index for EXEL is -0.43 standard deviations away from its 1 year mean.
Market Cap | $6.48B |
---|---|
Next Earnings Date | 8/4/2022 (41d) |
Implied Volatility (IV) 30d | 55.76 |
Implied Volatility Rank (IVR) 1y | 23.70 |
Implied Volatility Percentile (IVP) 1y | 42.91 |
Historical Volatility (HV) 30d | 42.05 |
IV / HV | 1.33 |
Open Interest | 32.30K |
Option Volume | 2.04K |
Put/Call Ratio (Volume) | 0.04 |
Data was calculated after the 6/23/2022 closing.