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SLGL - Sol-Gel Technologies
Implied Volatility Analysis

Implied Volatility:
453.7%

Sol-Gel Technologies has an Implied Volatility (IV) of 453.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SLGL is 34 and the Implied Volatility Percentile (IVP) is 85. The current Implied Volatility Index for SLGL is 0.99 standard deviations away from its 1 year mean.

Market Cap$132.98M
Next Earnings Date11/10/2022 (46d)
Implied Volatility (IV) 30d
453.69
Implied Volatility Rank (IVR) 1y
34.32
Implied Volatility Percentile (IVP) 1y
84.94
Historical Volatility (HV) 30d
52.19
IV / HV
8.69
Open Interest
243.00
Option Volume
120.00

Data was calculated after the 9/23/2022 closing.

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