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NVAX

Novavax

$7.62
-1.17% (-$1.30)
Market Cap: $694.76M
Open Interest: 283.4K
Option Volume: 6.0K
Dividend

Next Earnings
8/7/2023 (63d)
Implied Volatility
199.3%
IV Min 1y:
99.6%
IV Max 1y:
369.1%
IV Rank 1y
37
IV Percentile 1y
92
IV ZScore 1y
1.40
Historical Volatility 30d
114.09%
IV/HV
1.75
Put/Call Ratio
0.74
Novavax has an Implied Volatility (IV) of 199.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NVAX is 37 and the Implied Volatility Percentile (IVP) is 92. The current Implied Volatility Index for NVAX is 1.4 standard deviations away from its 1 year mean of 145.3%.
Data as of 6/2/2023

This stock chart shows NVAX Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for NVAX Novavax over a one year time horizon.