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TNYA - Tenaya Therapeutics
Implied Volatility Analysis

Implied Volatility:
245.1%

Tenaya Therapeutics has an Implied Volatility (IV) of 245.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TNYA is 17 and the Implied Volatility Percentile (IVP) is 21. The current Implied Volatility Index for TNYA is -0.76 standard deviations away from its 1 year mean.

Market Cap$124.51M
Next Earnings Date11/9/2022 (38d)
Implied Volatility (IV) 30d
245.05
Implied Volatility Rank (IVR) 1y
17.11
Implied Volatility Percentile (IVP) 1y
20.76
Historical Volatility (HV) 30d
75.74
IV / HV
3.24
Open Interest
133.00
Option Volume
530.00

Data was calculated after the 9/30/2022 closing.

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