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IBRX - ImmunityBio
Implied Volatility Analysis

Implied Volatility:
124.3%
Put/Call-Ratio:
1.65

ImmunityBio has an Implied Volatility (IV) of 124.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IBRX is 9 and the Implied Volatility Percentile (IVP) is 17. The current Implied Volatility Index for IBRX is -0.80 standard deviations away from its 1 year mean.

Market Cap$2.23B
Next Earnings Date11/9/2022 (34d)
Implied Volatility (IV) 30d
124.28
Implied Volatility Rank (IVR) 1y
9.03
Implied Volatility Percentile (IVP) 1y
16.61
Historical Volatility (HV) 30d
115.53
IV / HV
1.08
Open Interest
39.78K
Option Volume
300.00
Put/Call Ratio (Volume)
1.65

Data was calculated after the 10/5/2022 closing.

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