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SPRO - Spero Therapeutics
Implied Volatility Analysis

Implied Volatility:
152.0%
Put/Call-Ratio:
0.11

Spero Therapeutics has an Implied Volatility (IV) of 152.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPRO is 18 and the Implied Volatility Percentile (IVP) is 55. The current Implied Volatility Index for SPRO is -0.17 standard deviations away from its 1 year mean.

Market Cap$71.89M
Next Earnings Date11/9/2022 (40d)
Implied Volatility (IV) 30d
151.96
Implied Volatility Rank (IVR) 1y
18.06
Implied Volatility Percentile (IVP) 1y
54.97
Historical Volatility (HV) 30d
392.58
IV / HV
0.39
Open Interest
16.28K
Option Volume
1.38K
Put/Call Ratio (Volume)
0.11

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

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