← Back to Stock / ETF implied volatility screener# SQZ - SQZ Biotechnologies

Implied Volatility Analysis

**Implied Volatility:**

123.6%

Implied Volatility Analysis

123.6%

**SQZ Biotechnologies** has an **Implied Volatility (IV)** of **123.6%** p.a. for a constant maturity of 30 days. The **Implied Volatility Rank (IVR)** for SQZ is **4** and the **Implied Volatility Percentile (IVP)** is **5**. The current Implied Volatility Index for SQZ is -1.15 standard deviations away from its 1 year mean.

Market Cap | $77.46M |
---|---|

Implied Volatility (IV) 30d | 123.64 |

Implied Volatility Rank (IVR) 1y | 3.88 |

Implied Volatility Percentile (IVP) 1y | 5.37 |

Historical Volatility (HV) 30d | 45.96 |

IV / HV | 2.69 |

Open Interest | 125.00 |

Data was calculated after the 11/23/2022 closing.

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