← Back to Stock / ETF implied volatility screenerEXEL - Exelixis
EXEL - Exelixis
Implied Volatility Analysis
Implied Volatility:
55.8%
55.8%
Put/Call-Ratio:
0.04
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 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.
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