Cassava Sciences Inc. (SAVA)
1.30
0.03 (2.36%)
At close: Apr 04, 2025, 3:59 PM
1.29
-0.82%
After-hours: Apr 04, 2025, 05:55 PM EDT
Volatility Exposure
Cassava Sciences has experienced an average implied
volatility of 1.25 and an average realized volatility of 0.92.
Volatility History
| Date | % Change | P/C | Total OI | % OI Change | Implied Volatility | Realized Vol. | Vol. Spread |
|---|---|---|---|---|---|---|---|
| 04/03/25 | -5.93% | 0.09 | 68.93K | +0.04% | 1.98 | n/a | n/a |
| 04/02/25 | +2.21% | 0.19 | 68.9K | +2.40% | 1.59 | n/a | n/a |
| 04/01/25 | -7.38% | 0.17 | 67.28K | +0.46% | 1.56 | n/a | n/a |
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