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INSM - Insmed
Implied Volatility Analysis

Implied Volatility:
151.5%
Put/Call-Ratio:
1.86

Insmed has an Implied Volatility (IV) of 151.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for INSM is 40 and the Implied Volatility Percentile (IVP) is 73. The current Implied Volatility Index for INSM is 0.53 standard deviations away from its 1 year mean.

Market Cap$2.56B
Next Earnings Date10/27/2022 (28d)
Implied Volatility (IV) 30d
151.51
Implied Volatility Rank (IVR) 1y
40.29
Implied Volatility Percentile (IVP) 1y
72.80
Historical Volatility (HV) 30d
47.52
IV / HV
3.19
Open Interest
8.50K
Option Volume
140.00
Put/Call Ratio (Volume)
1.86

Data was calculated after the 9/28/2022 closing.

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