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ORMP - Oramed Pharmaceuticals,
Implied Volatility Analysis

Implied Volatility:
134.7%
Put/Call-Ratio:
0.28

Oramed Pharmaceuticals, has an Implied Volatility (IV) of 134.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ORMP is 4 and the Implied Volatility Percentile (IVP) is 41. The current Implied Volatility Index for ORMP is -0.51 standard deviations away from its 1 year mean.

Market Cap$253.54M
Next Earnings Date11/9/2022 (42d)
Implied Volatility (IV) 30d
134.70
Implied Volatility Rank (IVR) 1y
4.41
Implied Volatility Percentile (IVP) 1y
41.39
Historical Volatility (HV) 30d
74.70
IV / HV
1.80
Open Interest
15.83K
Option Volume
195.00
Put/Call Ratio (Volume)
0.28

Data was calculated after the 9/27/2022 closing.

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