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TNDM - Tandem Diabetes Care
Implied Volatility Analysis

Implied Volatility:
97.1%
Put/Call-Ratio:
0.87

Tandem Diabetes Care has an Implied Volatility (IV) of 97.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TNDM is 76 and the Implied Volatility Percentile (IVP) is 92. The current Implied Volatility Index for TNDM is 1.54 standard deviations away from its 1 year mean.

Market Cap$3.25B
Next Earnings Date11/2/2022 (28d)
Implied Volatility (IV) 30d
97.07
Implied Volatility Rank (IVR) 1y
76.40
Implied Volatility Percentile (IVP) 1y
92.09
Historical Volatility (HV) 30d
79.87
IV / HV
1.22
Open Interest
12.94K
Option Volume
288.00
Put/Call Ratio (Volume)
0.87

Data was calculated after the 10/4/2022 closing.

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