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IMGN - Immunogen
Implied Volatility Analysis

Implied Volatility:
216.5%
Put/Call-Ratio:
1.38

Immunogen has an Implied Volatility (IV) of 216.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IMGN is 62 and the Implied Volatility Percentile (IVP) is 96. The current Implied Volatility Index for IMGN is 2.39 standard deviations away from its 1 year mean.

Market Cap$1.04B
Next Earnings Date10/28/2022 (31d)
Implied Volatility (IV) 30d
216.54
Implied Volatility Rank (IVR) 1y
61.50
Implied Volatility Percentile (IVP) 1y
96.44
Historical Volatility (HV) 30d
61.21
IV / HV
3.54
Open Interest
21.64K
Option Volume
993.00
Put/Call Ratio (Volume)
1.38

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

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