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ROIV - Roivant Sciences
Implied Volatility Analysis

Implied Volatility:
174.4%

Roivant Sciences has an Implied Volatility (IV) of 174.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ROIV is 17 and the Implied Volatility Percentile (IVP) is 33. The current Implied Volatility Index for ROIV is -0.58 standard deviations away from its 1 year mean.

Market Cap$2.35B
Next Earnings Date11/14/2022 (45d)
Implied Volatility (IV) 30d
174.41
Implied Volatility Rank (IVR) 1y
17.34
Implied Volatility Percentile (IVP) 1y
33.15
Historical Volatility (HV) 30d
66.66
IV / HV
2.62
Open Interest
3.20K

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

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