Put-Call Implied Volatility Ratio (10-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Iovance Biotherapeutics, Inc. (IOVA) had 10-Day Put-Call Implied Volatility Ratio of 0.8525 for 2024-05-16.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	1.1113
Historical Volatility (Parkinson)	0.8872
Implied Volatility (Calls)	0.7821
Implied Volatility (Puts)	0.6668
Implied Volatility (Mean)	0.7245
Put-Call Implied Volatility Ratio	0.8525
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.6368
Put-Call Ratio (Open Interest)	0.1299
Forward Price	10.51
Call Breakeven Price	12.59
Put Breakeven Price	10.04
Option Breakeven Price	12.30