← Back to Stock / ETF implied volatility screenerJAZZ - Jazz Pharmaceuticals plc
JAZZ - Jazz Pharmaceuticals plc
Implied Volatility Analysis
Implied Volatility:
31.7%
31.7%
Put/Call-Ratio:
0.97
0.97
Jazz Pharmaceuticals plc has an Implied Volatility (IV) of 31.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for JAZZ is 6 and the Implied Volatility Percentile (IVP) is 7. The current Implied Volatility Index for JAZZ is -1.32 standard deviations away from its 1 year mean.
| Market Cap | $9.25B |
|---|---|
| Next Earnings Date | 5/3/2023 (45d) |
| Implied Volatility (IV) 30d | 31.74 |
| Implied Volatility Rank (IVR) 1y | 5.84 |
| Implied Volatility Percentile (IVP) 1y | 6.54 |
| Historical Volatility (HV) 30d | 23.96 |
| IV / HV | 1.32 |
| Open Interest | 2.79K |
| Option Volume | 71.00 |
| Put/Call Ratio (Volume) | 0.97 |
Data was calculated after the 3/17/2023 closing.
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