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INVA - Innoviva
Implied Volatility Analysis

Implied Volatility:
109.6%

Innoviva has an Implied Volatility (IV) of 109.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for INVA is 66 and the Implied Volatility Percentile (IVP) is 98. The current Implied Volatility Index for INVA is 2.21 standard deviations away from its 1 year mean.

Market Cap$826.71M
Next Earnings Date10/26/2022 (25d)
Implied Volatility (IV) 30d
109.57
Implied Volatility Rank (IVR) 1y
66.36
Implied Volatility Percentile (IVP) 1y
97.60
Historical Volatility (HV) 30d
26.20
IV / HV
4.18
Open Interest
2.53K
Option Volume
30.00

Data was calculated after the 9/30/2022 closing.

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