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VRTX - Vertex Pharmaceuticals
Implied Volatility Analysis

Implied Volatility:
37.6%
Put/Call-Ratio:
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 Date1/25/2023 (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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