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HALO - Halozyme Therapeutics
Implied Volatility Analysis

Implied Volatility:
64.8%
Put/Call-Ratio:
0.69

Halozyme Therapeutics has an Implied Volatility (IV) of 64.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for HALO is 38 and the Implied Volatility Percentile (IVP) is 54. The current Implied Volatility Index for HALO is 0.12 standard deviations away from its 1 year mean.

Market Cap$5.05B
Next Earnings Date5/9/2023 (37d)
Implied Volatility (IV) 30d
64.80
Implied Volatility Rank (IVR) 1y
38.26
Implied Volatility Percentile (IVP) 1y
53.97
Historical Volatility (HV) 30d
64.28
IV / HV
1.01
Open Interest
9.12K
Option Volume
61.00
Put/Call Ratio (Volume)
0.69

Data was calculated after the 3/31/2023 closing.

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