ShockWave Medical has an Implied Volatility (IV) of 56.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SWAV is 18 and the Implied Volatility Percentile (IVP) is 11. The current Implied Volatility Index for SWAV is -1.18 standard deviations away from its 1 year mean.
Market Cap | $7.82B |
---|---|
Next Earnings Date | 5/8/2023 (36d) |
Implied Volatility (IV) 30d | 56.88 |
Implied Volatility Rank (IVR) 1y | 17.83 |
Implied Volatility Percentile (IVP) 1y | 11.11 |
Historical Volatility (HV) 30d | 39.60 |
IV / HV | 1.44 |
Open Interest | 5.37K |
Option Volume | 189.00 |
Put/Call Ratio (Volume) | 0.15 |
Data was calculated after the 3/31/2023 closing.