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SRPT - Sarepta Therapeutics
Implied Volatility Analysis

Implied Volatility:
70.5%
Put/Call-Ratio:
0.70

Sarepta Therapeutics has an Implied Volatility (IV) of 70.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SRPT is 23 and the Implied Volatility Percentile (IVP) is 49. The current Implied Volatility Index for SRPT is -0.23 standard deviations away from its 1 year mean.

Market Cap$5.49B
Next Earnings Date8/3/2022 (44d)
Implied Volatility (IV) 30d
70.48
Implied Volatility Rank (IVR) 1y
23.31
Implied Volatility Percentile (IVP) 1y
48.91
Historical Volatility (HV) 30d
46.35
IV / HV
1.52
Open Interest
42.83K
Option Volume
4.16K
Put/Call Ratio (Volume)
0.70

Data was calculated after the 6/17/2022 closing.

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