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FUSN - Fusion Pharmaceuticals
Implied Volatility Analysis

Implied Volatility:
457.1%

Fusion Pharmaceuticals has an Implied Volatility (IV) of 457.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FUSN is 39 and the Implied Volatility Percentile (IVP) is 87. The current Implied Volatility Index for FUSN is 0.85 standard deviations away from its 1 year mean.

Market Cap$132.34M
Next Earnings Date11/8/2022 (33d)
Implied Volatility (IV) 30d
457.05
Implied Volatility Rank (IVR) 1y
38.58
Implied Volatility Percentile (IVP) 1y
86.70
Historical Volatility (HV) 30d
96.92
IV / HV
4.72
Open Interest
146.00

Data was calculated after the 10/5/2022 closing.

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