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STRO - Sutro Biopharma
Implied Volatility Analysis

Implied Volatility:
205.0%

Sutro Biopharma has an Implied Volatility (IV) of 205.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for STRO is 11 and the Implied Volatility Percentile (IVP) is 47. The current Implied Volatility Index for STRO is -0.29 standard deviations away from its 1 year mean.

Market Cap$283.24M
Next Earnings Date11/7/2022 (37d)
Implied Volatility (IV) 30d
205.00
Implied Volatility Rank (IVR) 1y
11.43
Implied Volatility Percentile (IVP) 1y
47.37
Historical Volatility (HV) 30d
39.48
IV / HV
5.19
Open Interest
561.00

Data was calculated after the 9/30/2022 closing.

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