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ILMN - Illumina
Implied Volatility Analysis

Implied Volatility:
71.5%
Put/Call-Ratio:
0.18

Illumina has an Implied Volatility (IV) of 71.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ILMN is 85 and the Implied Volatility Percentile (IVP) is 96. The current Implied Volatility Index for ILMN is 1.82 standard deviations away from its 1 year mean.

Market Cap$35.03B
Next Earnings Date8/11/2022 (1d) !
Implied Volatility (IV) 30d
71.47
Implied Volatility Rank (IVR) 1y
85.09
Implied Volatility Percentile (IVP) 1y
95.65
Historical Volatility (HV) 30d
43.14
IV / HV
1.66
Open Interest
49.08K
Option Volume
5.32K
Put/Call Ratio (Volume)
0.18

Data was calculated after the 8/9/2022 closing.

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