← Back to Stock / ETF implied volatility screenerEXEL - Exelixis
EXEL - Exelixis
Implied Volatility Analysis
Implied Volatility:
42.0%
42.0%
Put/Call-Ratio:
0.50
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 Date | 5/9/2023 (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.
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