← Back to Stock / ETF implied volatility screenerNTRA - Natera
NTRA - Natera
Implied Volatility Analysis
Implied Volatility:
72.5%
72.5%
Put/Call-Ratio:
5.24
5.24
Natera has an Implied Volatility (IV) of 72.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NTRA is 15 and the Implied Volatility Percentile (IVP) is 8. The current Implied Volatility Index for NTRA is -1.17 standard deviations away from its 1 year mean.
| Market Cap | $6.58B |
|---|---|
| Next Earnings Date | 5/4/2023 (45d) |
| Implied Volatility (IV) 30d | 72.47 |
| Implied Volatility Rank (IVR) 1y | 14.94 |
| Implied Volatility Percentile (IVP) 1y | 8.33 |
| Historical Volatility (HV) 30d | 73.97 |
| IV / HV | 0.98 |
| Open Interest | 9.24K |
| Option Volume | 156.00 |
| Put/Call Ratio (Volume) | 5.24 |
Data was calculated after the 3/17/2023 closing.
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