← Back to Stock / ETF implied volatility screener

GBIO - Generation Bio
Implied Volatility Analysis

Implied Volatility:
314.0%

Generation Bio has an Implied Volatility (IV) of 314.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GBIO is 38 and the Implied Volatility Percentile (IVP) is 95. The current Implied Volatility Index for GBIO is 1.79 standard deviations away from its 1 year mean.

Market Cap$291.52M
Next Earnings Date11/3/2022 (40d)
Implied Volatility (IV) 30d
313.97
Implied Volatility Rank (IVR) 1y
37.64
Implied Volatility Percentile (IVP) 1y
94.78
Historical Volatility (HV) 30d
81.80
IV / HV
3.84
Open Interest
673.00
Option Volume
1.00

Data was calculated after the 9/23/2022 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.