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XGN - Exagen
Implied Volatility Analysis

Implied Volatility:
172.1%

Exagen has an Implied Volatility (IV) of 172.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for XGN is 14 and the Implied Volatility Percentile (IVP) is 19. The current Implied Volatility Index for XGN is -0.82 standard deviations away from its 1 year mean.

Market Cap$46.99M
Implied Volatility (IV) 30d
172.14
Implied Volatility Rank (IVR) 1y
14.36
Implied Volatility Percentile (IVP) 1y
18.65
Historical Volatility (HV) 30d
182.41
IV / HV
0.94
Open Interest
1.71K
Option Volume
4.00

Data was calculated after the 11/30/2022 closing.

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