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.