← Back to Stock / ETF implied volatility screenerILMN - Illumina
ILMN - Illumina
Implied Volatility Analysis
Implied Volatility:
58.0%
58.0%
Put/Call-Ratio:
0.43
0.43
Illumina has an Implied Volatility (IV) of 58.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ILMN is 27 and the Implied Volatility Percentile (IVP) is 53. The current Implied Volatility Index for ILMN is -0.17 standard deviations away from its 1 year mean.
| Market Cap | $34.95B |
|---|---|
| Next Earnings Date | 5/4/2023 (45d) |
| Implied Volatility (IV) 30d | 57.97 |
| Implied Volatility Rank (IVR) 1y | 26.87 |
| Implied Volatility Percentile (IVP) 1y | 52.97 |
| Historical Volatility (HV) 30d | 67.89 |
| IV / HV | 0.85 |
| Open Interest | 58.93K |
| Option Volume | 4.04K |
| Put/Call Ratio (Volume) | 0.43 |
Data was calculated after the 3/17/2023 closing.
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