← Back to Stock / ETF implied volatility screener

SWAV - ShockWave Medical
Implied Volatility Analysis

Implied Volatility:
56.9%
Put/Call-Ratio:
0.15

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 Date5/8/2023 (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.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.