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SRPT - Sarepta Therapeutics
Implied Volatility Analysis

Implied Volatility:
55.8%
Put/Call-Ratio:
0.26

Sarepta Therapeutics has an Implied Volatility (IV) of 55.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SRPT is 24 and the Implied Volatility Percentile (IVP) is 22. The current Implied Volatility Index for SRPT is -0.86 standard deviations away from its 1 year mean.

Market Cap$11.30B
Next Earnings Date5/3/2023 (39d)
Implied Volatility (IV) 30d
55.84
Implied Volatility Rank (IVR) 1y
24.20
Implied Volatility Percentile (IVP) 1y
22.22
Historical Volatility (HV) 30d
98.53
IV / HV
0.57
Open Interest
85.25K
Option Volume
1.81K
Put/Call Ratio (Volume)
0.26

Data was calculated after the 3/24/2023 closing.

This stock chart shows SRPT Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for SRPT Sarepta Therapeutics over a one year time horizon.
Tradingview Chart →

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