← Back to Stock / ETF implied volatility screener

GRTS - Gritstone Bio
Implied Volatility Analysis

Implied Volatility:
104.5%
Put/Call-Ratio:
3.29

Gritstone Bio has an Implied Volatility (IV) of 104.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GRTS is 1 and the Implied Volatility Percentile (IVP) is 1. The current Implied Volatility Index for GRTS is -1.14 standard deviations away from its 1 year mean.

Market Cap$195.87M
Next Earnings Date11/3/2022 (34d)
Implied Volatility (IV) 30d
104.49
Implied Volatility Rank (IVR) 1y
0.73
Implied Volatility Percentile (IVP) 1y
0.93
Historical Volatility (HV) 30d
87.65
IV / HV
1.19
Open Interest
6.88K
Option Volume
120.00
Put/Call Ratio (Volume)
3.29

Data was calculated after the 9/29/2022 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.