← Back to Stock / ETF implied volatility screenerNVCR - NovoCure
NVCR - NovoCure
Implied Volatility Analysis
Implied Volatility:
84.1%
84.1%
Put/Call-Ratio:
2.81
2.81
NovoCure has an Implied Volatility (IV) of 84.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NVCR is 9 and the Implied Volatility Percentile (IVP) is 46. The current Implied Volatility Index for NVCR is -0.22 standard deviations away from its 1 year mean.
| Market Cap | $8.24B |
|---|---|
| Next Earnings Date | 4/27/2023 (39d) |
| Implied Volatility (IV) 30d | 84.07 |
| Implied Volatility Rank (IVR) 1y | 9.41 |
| Implied Volatility Percentile (IVP) 1y | 46.15 |
| Historical Volatility (HV) 30d | 52.79 |
| IV / HV | 1.59 |
| Open Interest | 36.66K |
| Option Volume | 2.23K |
| Put/Call Ratio (Volume) | 2.81 |
Data was calculated after the 3/17/2023 closing.
Sign up for our upcoming FREE newsletter!
- Concrete option trades for the upcoming day
- Portfolios with backtested profitable option strategies
- It's free. Contains just value. Unsubscribe any time.