← Back to Stock / ETF implied volatility screener

TBPH - Theravance Biopharma
Implied Volatility Analysis

Implied Volatility:
41.4%

Theravance Biopharma has an Implied Volatility (IV) of 41.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TBPH is 2 and the Implied Volatility Percentile (IVP) is 2. The current Implied Volatility Index for TBPH is -2.12 standard deviations away from its 1 year mean.

Market Cap$776.50M
Next Earnings Date11/3/2022 (34d)
Implied Volatility (IV) 30d
41.37
Implied Volatility Rank (IVR) 1y
1.56
Implied Volatility Percentile (IVP) 1y
2.40
Historical Volatility (HV) 30d
32.20
IV / HV
1.28
Open Interest
14.15K
Option Volume
252.00

Data was calculated after the 9/29/2022 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.