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MGNX - Macrogenics
Implied Volatility Analysis

Implied Volatility:
132.3%
Put/Call-Ratio:
5.00

Macrogenics has an Implied Volatility (IV) of 132.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for MGNX is 6 and the Implied Volatility Percentile (IVP) is 38. The current Implied Volatility Index for MGNX is -0.59 standard deviations away from its 1 year mean.

Market Cap$184.99M
Next Earnings Date11/1/2022 (36d)
Implied Volatility (IV) 30d
132.27
Implied Volatility Rank (IVR) 1y
5.74
Implied Volatility Percentile (IVP) 1y
37.74
Historical Volatility (HV) 30d
66.19
IV / HV
2.00
Open Interest
2.93K
Option Volume
6.00
Put/Call Ratio (Volume)
5.00

Data was calculated after the 9/23/2022 closing.

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