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HALO - Halozyme Therapeutics
Implied Volatility Analysis

Implied Volatility:
56.0%
Put/Call-Ratio:
0.04

Halozyme Therapeutics has an Implied Volatility (IV) of 56.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for HALO is 8 and the Implied Volatility Percentile (IVP) is 7. The current Implied Volatility Index for HALO is -1.27 standard deviations away from its 1 year mean.

Market Cap$7.62B
Next Earnings Date2/21/2023 (75d)
Implied Volatility (IV) 30d
56.02
Implied Volatility Rank (IVR) 1y
8.05
Implied Volatility Percentile (IVP) 1y
7.11
Historical Volatility (HV) 30d
44.85
IV / HV
1.25
Open Interest
11.49K
Option Volume
334.00
Put/Call Ratio (Volume)
0.04

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

This stock chart shows HALO Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for HALO Halozyme Therapeutics over a one year time horizon.
Tradingview Chart →

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