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IGMS - IGM Biosciences
Implied Volatility Analysis

Implied Volatility:
117.2%

IGM Biosciences has an Implied Volatility (IV) of 117.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IGMS is 13 and the Implied Volatility Percentile (IVP) is 24. The current Implied Volatility Index for IGMS is -0.72 standard deviations away from its 1 year mean.

Market Cap$572.43M
Next Earnings Date11/3/2022 (38d)
Implied Volatility (IV) 30d
117.19
Implied Volatility Rank (IVR) 1y
13.26
Implied Volatility Percentile (IVP) 1y
23.56
Historical Volatility (HV) 30d
65.48
IV / HV
1.79
Open Interest
1.01K
Option Volume
7.00

Data was calculated after the 9/23/2022 closing.

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