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GLUE - Monte Rosa Therapeutics
Implied Volatility Analysis

Implied Volatility:
187.3%

Monte Rosa Therapeutics has an Implied Volatility (IV) of 187.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GLUE is 10 and the Implied Volatility Percentile (IVP) is 17. The current Implied Volatility Index for GLUE is -1.06 standard deviations away from its 1 year mean.

Market Cap$340.54M
Next Earnings Date11/10/2022 (44d)
Implied Volatility (IV) 30d
187.32
Implied Volatility Rank (IVR) 1y
9.54
Implied Volatility Percentile (IVP) 1y
17.14
Historical Volatility (HV) 30d
79.58
IV / HV
2.35
Open Interest
144.00

Data was calculated after the 9/26/2022 closing.

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