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NVAX - Novavax
Implied Volatility Analysis

Implied Volatility:
136.0%
Put/Call-Ratio:
0.34

Novavax has an Implied Volatility (IV) of 136.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NVAX is 44 and the Implied Volatility Percentile (IVP) is 60. The current Implied Volatility Index for NVAX is 0.08 standard deviations away from its 1 year mean.

Market Cap$1.29B
Next Earnings Date2/27/2023 (87d)
Implied Volatility (IV) 30d
135.97
Implied Volatility Rank (IVR) 1y
43.71
Implied Volatility Percentile (IVP) 1y
59.52
Historical Volatility (HV) 30d
100.64
IV / HV
1.35
Open Interest
293.32K
Option Volume
11.68K
Put/Call Ratio (Volume)
0.34

Data was calculated after the 12/1/2022 closing.

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