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FENC - Fennec Pharmaceuticals
Implied Volatility Analysis

Implied Volatility:
116.3%
Put/Call-Ratio:
0.26

Fennec Pharmaceuticals has an Implied Volatility (IV) of 116.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FENC is 1 and the Implied Volatility Percentile (IVP) is 1. The current Implied Volatility Index for FENC is -1.44 standard deviations away from its 1 year mean.

Market Cap$194.92M
Next Earnings Date11/10/2022 (41d)
Implied Volatility (IV) 30d
116.28
Implied Volatility Rank (IVR) 1y
1.01
Implied Volatility Percentile (IVP) 1y
0.80
Historical Volatility (HV) 30d
90.47
IV / HV
1.29
Open Interest
13.01K
Option Volume
221.00
Put/Call Ratio (Volume)
0.26

Data was calculated after the 9/29/2022 closing.

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