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KALV - KalVista Pharmaceuticals
Implied Volatility Analysis

Implied Volatility:
168.9%

KalVista Pharmaceuticals has an Implied Volatility (IV) of 168.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for KALV is 17 and the Implied Volatility Percentile (IVP) is 58. The current Implied Volatility Index for KALV is -0.11 standard deviations away from its 1 year mean.

Market Cap$329.18M
Next Earnings Date12/8/2022 (71d)
Implied Volatility (IV) 30d
168.93
Implied Volatility Rank (IVR) 1y
17.19
Implied Volatility Percentile (IVP) 1y
58.40
Historical Volatility (HV) 30d
42.89
IV / HV
3.94
Open Interest
6.98K
Option Volume
2.00

Data was calculated after the 9/27/2022 closing.

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