← Back to Stock / ETF implied volatility screener

EXEL - Exelixis
Implied Volatility Analysis

Implied Volatility:
42.0%
Put/Call-Ratio:
0.50

Exelixis has an Implied Volatility (IV) of 42.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EXEL is 8 and the Implied Volatility Percentile (IVP) is 7. The current Implied Volatility Index for EXEL is -1.21 standard deviations away from its 1 year mean.

Market Cap$5.56B
Next Earnings Date5/9/2023 (51d)
Implied Volatility (IV) 30d
41.96
Implied Volatility Rank (IVR) 1y
8.00
Implied Volatility Percentile (IVP) 1y
6.75
Historical Volatility (HV) 30d
27.24
IV / HV
1.54
Open Interest
18.57K
Option Volume
1.73K
Put/Call Ratio (Volume)
0.50

Data was calculated after the 3/17/2023 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.