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VRTX - Vertex Pharmaceuticals
Implied Volatility Analysis

Implied Volatility:
32.0%
Put/Call-Ratio:
0.63

Vertex Pharmaceuticals has an Implied Volatility (IV) of 32.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VRTX is 24 and the Implied Volatility Percentile (IVP) is 11. The current Implied Volatility Index for VRTX is -1.40 standard deviations away from its 1 year mean.

Market Cap$79.30B
Next Earnings Date5/4/2023 (36d)
Implied Volatility (IV) 30d
31.96
Implied Volatility Rank (IVR) 1y
24.01
Implied Volatility Percentile (IVP) 1y
11.11
Historical Volatility (HV) 30d
21.40
IV / HV
1.49
Open Interest
27.69K
Option Volume
560.00
Put/Call Ratio (Volume)
0.63

Data was calculated after the 3/28/2023 closing.

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