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JAZZ - Jazz Pharmaceuticals plc
Implied Volatility Analysis

Implied Volatility:
57.2%
Put/Call-Ratio:
0.23

Jazz Pharmaceuticals plc has an Implied Volatility (IV) of 57.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for JAZZ is 45 and the Implied Volatility Percentile (IVP) is 88. The current Implied Volatility Index for JAZZ is 1.17 standard deviations away from its 1 year mean.

Market Cap$8.90B
Next Earnings Date8/2/2022 (44d)
Implied Volatility (IV) 30d
57.18
Implied Volatility Rank (IVR) 1y
45.38
Implied Volatility Percentile (IVP) 1y
87.50
Historical Volatility (HV) 30d
32.81
IV / HV
1.74
Open Interest
5.94K
Option Volume
76.00
Put/Call Ratio (Volume)
0.23

Data was calculated after the 6/17/2022 closing.

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