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EXEL - Exelixis
Implied Volatility Analysis

Implied Volatility:
63.8%
Put/Call-Ratio:
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 Date11/1/2022 (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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