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OYST - Oyster Point Pharma
Implied Volatility Analysis

Implied Volatility:
133.1%

Oyster Point Pharma has an Implied Volatility (IV) of 133.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for OYST is 6 and the Implied Volatility Percentile (IVP) is 61. The current Implied Volatility Index for OYST is -0.10 standard deviations away from its 1 year mean.

Market Cap$167.16M
Next Earnings Date11/3/2022 (34d)
Implied Volatility (IV) 30d
133.13
Implied Volatility Rank (IVR) 1y
5.79
Implied Volatility Percentile (IVP) 1y
60.62
Historical Volatility (HV) 30d
64.84
IV / HV
2.05
Open Interest
1.19K
Option Volume
2.00

Data was calculated after the 9/29/2022 closing.

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