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SWAV - ShockWave Medical
Implied Volatility Analysis

Implied Volatility:
67.1%
Put/Call-Ratio:
0.40

ShockWave Medical has an Implied Volatility (IV) of 67.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SWAV is 20 and the Implied Volatility Percentile (IVP) is 41. The current Implied Volatility Index for SWAV is -0.42 standard deviations away from its 1 year mean.

Market Cap$6.84B
Next Earnings Date8/8/2022 (36d)
Implied Volatility (IV) 30d
67.14
Implied Volatility Rank (IVR) 1y
19.79
Implied Volatility Percentile (IVP) 1y
41.23
Historical Volatility (HV) 30d
79.78
IV / HV
0.84
Open Interest
9.47K
Option Volume
84.00
Put/Call Ratio (Volume)
0.40

Data was calculated after the 7/1/2022 closing.

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