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IMVT - Immunovant
Implied Volatility Analysis

Implied Volatility:
100.3%

Immunovant has an Implied Volatility (IV) of 100.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IMVT is 2 and the Implied Volatility Percentile (IVP) is 4. The current Implied Volatility Index for IMVT is -1.07 standard deviations away from its 1 year mean.

Market Cap$592.21M
Next Earnings Date11/3/2022 (41d)
Implied Volatility (IV) 30d
100.32
Implied Volatility Rank (IVR) 1y
2.22
Implied Volatility Percentile (IVP) 1y
4.00
Historical Volatility (HV) 30d
69.33
IV / HV
1.45
Open Interest
11.18K

Data was calculated after the 9/22/2022 closing.

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