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SRPT - Sarepta Therapeutics
Implied Volatility Analysis

Implied Volatility:
56.6%
Put/Call-Ratio:
0.25

Sarepta Therapeutics has an Implied Volatility (IV) of 56.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SRPT is 9 and the Implied Volatility Percentile (IVP) is 9. The current Implied Volatility Index for SRPT is -1.32 standard deviations away from its 1 year mean.

Market Cap$10.54B
Next Earnings Date2/28/2023 (82d)
Implied Volatility (IV) 30d
56.56
Implied Volatility Rank (IVR) 1y
8.75
Implied Volatility Percentile (IVP) 1y
9.09
Historical Volatility (HV) 30d
31.88
IV / HV
1.77
Open Interest
71.99K
Option Volume
925.00
Put/Call Ratio (Volume)
0.25

Data was calculated after the 12/7/2022 closing.

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