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SRNE - Sorrento Therapeutics
Implied Volatility Analysis

Implied Volatility:
137.2%
Put/Call-Ratio:
1.00

Sorrento Therapeutics has an Implied Volatility (IV) of 137.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SRNE is 20 and the Implied Volatility Percentile (IVP) is 73. The current Implied Volatility Index for SRNE is 0.48 standard deviations away from its 1 year mean.

Market Cap$728.92M
Next Earnings Date11/4/2022 (39d)
Implied Volatility (IV) 30d
137.22
Implied Volatility Rank (IVR) 1y
20.27
Implied Volatility Percentile (IVP) 1y
72.56
Historical Volatility (HV) 30d
101.10
IV / HV
1.36
Open Interest
215.51K
Option Volume
3.68K
Put/Call Ratio (Volume)
1.00

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

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