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VOR - Vor Biopharma
Implied Volatility Analysis

Implied Volatility:
266.7%

Vor Biopharma has an Implied Volatility (IV) of 266.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VOR is 46 and the Implied Volatility Percentile (IVP) is 76. The current Implied Volatility Index for VOR is 0.53 standard deviations away from its 1 year mean.

Market Cap$177.34M
Next Earnings Date11/9/2022 (44d)
Implied Volatility (IV) 30d
266.66
Implied Volatility Rank (IVR) 1y
46.47
Implied Volatility Percentile (IVP) 1y
75.91
Historical Volatility (HV) 30d
41.79
IV / HV
6.38
Open Interest
321.00
Option Volume
1.00

Data was calculated after the 9/23/2022 closing.

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