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NGM - Ngm Biopharmaceuticals
Implied Volatility Analysis

Implied Volatility:
172.8%
Put/Call-Ratio:
0.33

Ngm Biopharmaceuticals has an Implied Volatility (IV) of 172.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NGM is 22 and the Implied Volatility Percentile (IVP) is 66. The current Implied Volatility Index for NGM is -0.02 standard deviations away from its 1 year mean.

Market Cap$442.14M
Next Earnings Date2/28/2023 (89d)
Implied Volatility (IV) 30d
172.76
Implied Volatility Rank (IVR) 1y
21.73
Implied Volatility Percentile (IVP) 1y
65.61
Historical Volatility (HV) 30d
66.84
IV / HV
2.58
Open Interest
3.96K
Option Volume
4.00
Put/Call Ratio (Volume)
0.33

Data was calculated after the 11/30/2022 closing.

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