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EXEL - Exelixis
Implied Volatility Analysis

Implied Volatility:
55.8%
Put/Call-Ratio:
0.04

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 Date8/4/2022 (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.

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