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JAZZ - Jazz Pharmaceuticals plc
Implied Volatility Analysis

Implied Volatility:
32.5%
Put/Call-Ratio:
0.11

Jazz Pharmaceuticals plc has an Implied Volatility (IV) of 32.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for JAZZ is 1 and the Implied Volatility Percentile (IVP) is 1. The current Implied Volatility Index for JAZZ is -2.10 standard deviations away from its 1 year mean.

Market Cap$9.52B
Next Earnings Date2/28/2023 (92d)
Implied Volatility (IV) 30d
32.53
Implied Volatility Rank (IVR) 1y
0.84
Implied Volatility Percentile (IVP) 1y
1.19
Historical Volatility (HV) 30d
33.80
IV / HV
0.96
Open Interest
2.64K
Option Volume
63.00
Put/Call Ratio (Volume)
0.11

Data was calculated after the 11/25/2022 closing.

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