Halozyme Therapeutics has an Implied Volatility (IV) of 58.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for HALO is 12 and the Implied Volatility Percentile (IVP) is 11. The current Implied Volatility Index for HALO is -1.17 standard deviations away from its 1 year mean.
Market Cap | $6.32B |
---|---|
Next Earnings Date | 8/9/2022 (40d) |
Implied Volatility (IV) 30d | 58.00 |
Implied Volatility Rank (IVR) 1y | 12.24 |
Implied Volatility Percentile (IVP) 1y | 11.13 |
Historical Volatility (HV) 30d | 36.32 |
IV / HV | 1.60 |
Open Interest | 8.67K |
Option Volume | 25.00 |
Put/Call Ratio (Volume) | 0.09 |
Data was calculated after the 6/29/2022 closing.