← Back to Stock / ETF implied volatility screenerVRTX - Vertex Pharmaceuticals
VRTX - Vertex Pharmaceuticals
Implied Volatility Analysis
Implied Volatility:
32.0%
32.0%
Put/Call-Ratio:
0.63
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 Date | 5/4/2023 (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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