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ITCI - Intra-Cellular Therapies
Implied Volatility Analysis

Implied Volatility:
61.0%
Put/Call-Ratio:
0.04

Intra-Cellular Therapies has an Implied Volatility (IV) of 61.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ITCI is 1 and the Implied Volatility Percentile (IVP) is 1. The current Implied Volatility Index for ITCI is -0.59 standard deviations away from its 1 year mean.

Market Cap$5.04B
Next Earnings Date2/28/2023 (82d)
Implied Volatility (IV) 30d
61.04
Implied Volatility Rank (IVR) 1y
1.19
Implied Volatility Percentile (IVP) 1y
1.44
Historical Volatility (HV) 30d
34.65
IV / HV
1.76
Open Interest
8.25K
Option Volume
116.00
Put/Call Ratio (Volume)
0.04

Data was calculated after the 12/7/2022 closing.

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