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HALO - Halozyme Therapeutics
Implied Volatility Analysis

Implied Volatility:
58.0%
Put/Call-Ratio:
0.09

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 Date8/9/2022 (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.

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