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IMGN

Immunogen

$14.00

-0.91% ($1.30)

Market Cap: $3.16B

Open Interest: 81.8K

Option Volume: 1.8K

Next Earnings
7/28/2023 (59d)

Implied Volatility

67.9%

IV Min 1y:

57.6%

IV Max 1y:

371.9%

IV Rank 1y
3

IV Percentile 1y
4

IV ZScore 1y
-1.33

Historical Volatility 30d
290.50%

IV/HV
0.23

Put/Call Ratio
0.13

Immunogen has an Implied Volatility (IV) of 67.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IMGN is 3 and the Implied Volatility Percentile (IVP) is 4. The current Implied Volatility Index for IMGN is -1.3 standard deviations away from its 1 year mean of 146.2%.

Data as of 5/26/2023

This stock chart shows IMGN Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for IMGN Immunogen over a one year time horizon.