← Back to Stock / ETF implied volatility screenerEXEL - Exelixis
EXEL - Exelixis
Implied Volatility Analysis
Implied Volatility:
63.8%
63.8%
Put/Call-Ratio:
0.13
0.13
Exelixis has an Implied Volatility (IV) of 63.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EXEL is 26 and the Implied Volatility Percentile (IVP) is 62. The current Implied Volatility Index for EXEL is 0.06 standard deviations away from its 1 year mean.
| Market Cap | $5.12B |
|---|---|
| Next Earnings Date | 11/1/2022 (33d) |
| Implied Volatility (IV) 30d | 63.75 |
| Implied Volatility Rank (IVR) 1y | 25.86 |
| Implied Volatility Percentile (IVP) 1y | 61.60 |
| Historical Volatility (HV) 30d | 27.62 |
| IV / HV | 2.31 |
| Open Interest | 28.35K |
| Option Volume | 671.00 |
| Put/Call Ratio (Volume) | 0.13 |
Data was calculated after the 9/28/2022 closing.
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