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MACK - Merrimack Pharmaceuticals
Implied Volatility Analysis

Implied Volatility:
325.8%

Merrimack Pharmaceuticals has an Implied Volatility (IV) of 325.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for MACK is 20 and the Implied Volatility Percentile (IVP) is 92. The current Implied Volatility Index for MACK is 1.07 standard deviations away from its 1 year mean.

Market Cap$51.09M
Next Earnings Date11/3/2022 (31d)
Implied Volatility (IV) 30d
325.83
Implied Volatility Rank (IVR) 1y
20.13
Implied Volatility Percentile (IVP) 1y
91.97
Historical Volatility (HV) 30d
41.79
IV / HV
7.80
Open Interest
3.04K
Option Volume
23.00

Data was calculated after the 9/30/2022 closing.

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