← Back to Stock / ETF implied volatility screenerVRTX - Vertex Pharmaceuticals
VRTX - Vertex Pharmaceuticals
Implied Volatility Analysis
Implied Volatility:
37.6%
37.6%
Put/Call-Ratio:
0.46
0.46
Vertex Pharmaceuticals has an Implied Volatility (IV) of 37.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VRTX is 19 and the Implied Volatility Percentile (IVP) is 9. The current Implied Volatility Index for VRTX is -1.34 standard deviations away from its 1 year mean.
| Market Cap | $80.04B |
|---|---|
| Next Earnings Date | 1/25/2023 (48d) |
| Implied Volatility (IV) 30d | 37.58 |
| Implied Volatility Rank (IVR) 1y | 18.77 |
| Implied Volatility Percentile (IVP) 1y | 8.70 |
| Historical Volatility (HV) 30d | 19.12 |
| IV / HV | 1.97 |
| Open Interest | 38.61K |
| Option Volume | 596.00 |
| Put/Call Ratio (Volume) | 0.46 |
Data was calculated after the 12/7/2022 closing.
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