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SQZ - SQZ Biotechnologies
Implied Volatility Analysis

Implied Volatility:
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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