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ZNTL - Zentalis Pharmaceuticals
Implied Volatility Analysis

Implied Volatility:
111.3%

Zentalis Pharmaceuticals has an Implied Volatility (IV) of 111.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ZNTL is 16 and the Implied Volatility Percentile (IVP) is 59. The current Implied Volatility Index for ZNTL is -0.08 standard deviations away from its 1 year mean.

Market Cap$1.27B
Next Earnings Date11/9/2022 (34d)
Implied Volatility (IV) 30d
111.35
Implied Volatility Rank (IVR) 1y
16.16
Implied Volatility Percentile (IVP) 1y
58.61
Historical Volatility (HV) 30d
78.58
IV / HV
1.42
Open Interest
1.88K
Option Volume
103.00

Data was calculated after the 10/5/2022 closing.

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