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SUPN - Supernus Pharmaceuticals
Implied Volatility Analysis

Implied Volatility:
68.3%
Put/Call-Ratio:
0.03

Supernus Pharmaceuticals has an Implied Volatility (IV) of 68.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SUPN is 11 and the Implied Volatility Percentile (IVP) is 10. The current Implied Volatility Index for SUPN is -1.14 standard deviations away from its 1 year mean.

Market Cap$1.99B
Next Earnings Date2/28/2023 (88d)
Implied Volatility (IV) 30d
68.32
Implied Volatility Rank (IVR) 1y
10.83
Implied Volatility Percentile (IVP) 1y
9.68
Historical Volatility (HV) 30d
31.54
IV / HV
2.17
Open Interest
1.86K
Option Volume
33.00
Put/Call Ratio (Volume)
0.03

Data was calculated after the 12/1/2022 closing.

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