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GMAB - Genmab (ADR)
Implied Volatility Analysis

Implied Volatility:
72.6%
Put/Call-Ratio:
0.15

Genmab (ADR) has an Implied Volatility (IV) of 72.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GMAB is 20 and the Implied Volatility Percentile (IVP) is 19. The current Implied Volatility Index for GMAB is -0.95 standard deviations away from its 1 year mean.

Market Cap$29.84B
Next Earnings Date2/15/2023 (69d)
Implied Volatility (IV) 30d
72.59
Implied Volatility Rank (IVR) 1y
19.84
Implied Volatility Percentile (IVP) 1y
18.97
Historical Volatility (HV) 30d
32.50
IV / HV
2.23
Open Interest
1.50K
Option Volume
39.00
Put/Call Ratio (Volume)
0.15

Data was calculated after the 12/7/2022 closing.

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