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ILMN - Illumina
Implied Volatility Analysis

Implied Volatility:
52.5%
Put/Call-Ratio:
0.88

Illumina has an Implied Volatility (IV) of 52.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ILMN is 20 and the Implied Volatility Percentile (IVP) is 28. The current Implied Volatility Index for ILMN is -0.67 standard deviations away from its 1 year mean.

Market Cap$34.93B
Next Earnings Date2/9/2023 (74d)
Implied Volatility (IV) 30d
52.54
Implied Volatility Rank (IVR) 1y
20.01
Implied Volatility Percentile (IVP) 1y
28.37
Historical Volatility (HV) 30d
53.29
IV / HV
0.99
Open Interest
48.81K
Option Volume
631.00
Put/Call Ratio (Volume)
0.88

Data was calculated after the 11/25/2022 closing.

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