← Back to Stock / ETF implied volatility screenerVRTX - Vertex Pharmaceuticals
VRTX - Vertex Pharmaceuticals
Implied Volatility Analysis
Implied Volatility:
42.6%
42.6%
Put/Call-Ratio:
0.42
0.42
Vertex Pharmaceuticals has an Implied Volatility (IV) of 42.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VRTX is 41 and the Implied Volatility Percentile (IVP) is 42. The current Implied Volatility Index for VRTX is -0.10 standard deviations away from its 1 year mean.
| Market Cap | $72.51B |
|---|---|
| Next Earnings Date | 7/28/2022 (31d) |
| Implied Volatility (IV) 30d | 42.63 |
| Implied Volatility Rank (IVR) 1y | 40.84 |
| Implied Volatility Percentile (IVP) 1y | 42.10 |
| Historical Volatility (HV) 30d | 38.50 |
| IV / HV | 1.11 |
| Open Interest | 41.25K |
| Option Volume | 3.18K |
| Put/Call Ratio (Volume) | 0.42 |
Data was calculated after the 6/24/2022 closing.
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