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GMED - Globus Medical - Class A
Implied Volatility Analysis

Implied Volatility:
66.5%

Globus Medical - Class A has an Implied Volatility (IV) of 66.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GMED is 72 and the Implied Volatility Percentile (IVP) is 97. The current Implied Volatility Index for GMED is 1.89 standard deviations away from its 1 year mean.

Market Cap$6.16B
Next Earnings Date8/3/2022 (51d)
Implied Volatility (IV) 30d
66.55
Implied Volatility Rank (IVR) 1y
71.76
Implied Volatility Percentile (IVP) 1y
96.77
Historical Volatility (HV) 30d
35.58
IV / HV
1.87
Open Interest
6.00K

Data was calculated after the 6/10/2022 closing.

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