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XENE - Xenon Pharmaceuticals
Implied Volatility Analysis

Implied Volatility:
96.2%

Xenon Pharmaceuticals has an Implied Volatility (IV) of 96.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for XENE is 8 and the Implied Volatility Percentile (IVP) is 36. The current Implied Volatility Index for XENE is -0.36 standard deviations away from its 1 year mean.

Market Cap$2.27B
Next Earnings Date11/10/2022 (41d)
Implied Volatility (IV) 30d
96.18
Implied Volatility Rank (IVR) 1y
8.35
Implied Volatility Percentile (IVP) 1y
35.67
Historical Volatility (HV) 30d
38.66
IV / HV
2.49
Open Interest
2.90K
Option Volume
2.00

Data was calculated after the 9/29/2022 closing.

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