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NVCR - NovoCure
Implied Volatility Analysis

Implied Volatility:
90.6%
Put/Call-Ratio:
0.11

NovoCure has an Implied Volatility (IV) of 90.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NVCR is 49 and the Implied Volatility Percentile (IVP) is 75. The current Implied Volatility Index for NVCR is 0.69 standard deviations away from its 1 year mean.

Market Cap$8.21B
Next Earnings Date7/28/2022 (49d)
Implied Volatility (IV) 30d
90.63
Implied Volatility Rank (IVR) 1y
48.80
Implied Volatility Percentile (IVP) 1y
75.00
Historical Volatility (HV) 30d
68.25
IV / HV
1.33
Open Interest
36.64K
Option Volume
98.00
Put/Call Ratio (Volume)
0.11

Data was calculated after the 6/8/2022 closing.

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