← Back to Stock / ETF implied volatility screenerROIV - Roivant Sciences
ROIV - Roivant Sciences
Implied Volatility Analysis
Implied Volatility:
94.6%
94.6%
Put/Call-Ratio:
0.50
0.50
Roivant Sciences has an Implied Volatility (IV) of 94.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ROIV is 5 and the Implied Volatility Percentile (IVP) is 3. The current Implied Volatility Index for ROIV is -1.03 standard deviations away from its 1 year mean.
| Market Cap | $5.51B |
|---|---|
| Next Earnings Date | 6/27/2023 (95d) |
| Implied Volatility (IV) 30d | 94.57 |
| Implied Volatility Rank (IVR) 1y | 4.97 |
| Implied Volatility Percentile (IVP) 1y | 3.03 |
| Historical Volatility (HV) 30d | 69.18 |
| IV / HV | 1.37 |
| Open Interest | 6.54K |
| Option Volume | 433.00 |
| Put/Call Ratio (Volume) | 0.50 |
Data was calculated after the 3/23/2023 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.