← Back to Stock / ETF implied volatility screener

NVCR - NovoCure
Implied Volatility Analysis

Implied Volatility:
81.3%
Put/Call-Ratio:
0.14

NovoCure has an Implied Volatility (IV) of 81.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NVCR is 25 and the Implied Volatility Percentile (IVP) is 33. The current Implied Volatility Index for NVCR is -0.47 standard deviations away from its 1 year mean.

Market Cap$7.82B
Next Earnings Date10/27/2022 (28d)
Implied Volatility (IV) 30d
81.29
Implied Volatility Rank (IVR) 1y
24.55
Implied Volatility Percentile (IVP) 1y
32.61
Historical Volatility (HV) 30d
48.13
IV / HV
1.69
Open Interest
35.97K
Option Volume
291.00
Put/Call Ratio (Volume)
0.14

Data was calculated after the 9/28/2022 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.
We'll never share your email with anyone else.