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STSA - Satsuma Pharmaceuticals
Implied Volatility Analysis

Implied Volatility:
289.3%
Put/Call-Ratio:
0.60

Satsuma Pharmaceuticals has an Implied Volatility (IV) of 289.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for STSA is 17 and the Implied Volatility Percentile (IVP) is 45. The current Implied Volatility Index for STSA is -0.32 standard deviations away from its 1 year mean.

Market Cap$205.32M
Next Earnings Date11/8/2022 (51d)
Implied Volatility (IV) 30d
289.26
Implied Volatility Rank (IVR) 1y
16.50
Implied Volatility Percentile (IVP) 1y
44.62
Historical Volatility (HV) 30d
47.22
IV / HV
6.13
Open Interest
952.00
Option Volume
8.00
Put/Call Ratio (Volume)
0.60

Data was calculated after the 9/16/2022 closing.

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