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ITCI - Intra-Cellular Therapies
Implied Volatility Analysis

Implied Volatility:
75.4%
Put/Call-Ratio:
0.54

Intra-Cellular Therapies has an Implied Volatility (IV) of 75.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ITCI is 5 and the Implied Volatility Percentile (IVP) is 37. The current Implied Volatility Index for ITCI is -0.36 standard deviations away from its 1 year mean.

Market Cap$5.50B
Next Earnings Date8/8/2022 (38d)
Implied Volatility (IV) 30d
75.41
Implied Volatility Rank (IVR) 1y
4.52
Implied Volatility Percentile (IVP) 1y
37.26
Historical Volatility (HV) 30d
54.69
IV / HV
1.38
Open Interest
11.80K
Option Volume
432.00
Put/Call Ratio (Volume)
0.54

Data was calculated after the 6/30/2022 closing.

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