Compugen Ltd

CGENNASDAQ · USD
2.45USD-0.04 (-1.81%)
9410

Compugen Ltd (CGEN) Implied Volatility Current

CGEN implied volatility is 167%. IV Rank is 48%, placing current premiums in the middle of their 52-week range.

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Tracking CGEN implied volatility helps you identify when options premiums on Compugen Ltd are historically cheap or expensive, and where the best trades are hiding. Compugen Ltd implied volatility reflects the market's expectation of future price movement: when CGEN IV rises, option premiums increase, creating opportunities for sellers, and when it drops, buyers can find cheaper contracts. Use our scanner to monitor Compugen Ltd's implied volatility current levels in real time and filter for high-probability trades.

Implied volatility is derived from option prices using models like Black-Scholes and represents the annualized expected move of an underlying stock. For CGEN, tracking metrics like CGEN IV rank helps traders understand whether current implied volatility is historically high or low. IV rank compares today's reading against the past year's range — a high rank on CGEN signals rich premiums and potential mean-reversion, while a low rank may favor long options strategies.

Compugen Ltd., a clinical-stage therapeutic discovery and development company, researches, develops, and commercializes therapeutic and product candidates in Israel, the United States, and Europe. The company's immuno-oncology pipeline consists of COM701, an anti-PVRIG antibody that is in Phase I clinical study used for the treatment of solid tumors; COM902, a therapeutic antibody targeting TIGIT, which is in Phase I clinical study in patients with advanced malignancies as a monotherapy; Bapotulimab, a therapeutic antibody targeting ILDR2 that is in Phase I clinical study in patients with solid tumors; and AZD2936, a novel anti-TIGIT/PD-1 bispecific antibody, which is in Phase I/II clinical study in patients with advanced or metastatic non-small cell lung cancer.

Its therapeutic pipeline also includes early-stage immuno-oncology programs focused primarily on myeloid targets. The company has collaboration agreement with Bayer Pharma AG for the research, development, and commercialization of antibody-based therapeutics against the company's immune checkpoint regulators; Bristol-Myers Squibb to evaluate the safety and tolerability of COM701 in combination with Bristol-Myers Squibb's PD-1 immune checkpoint inhibitor Opdivo in patients with advanced solid tumors; and Johns Hopkins School of Medicine to evaluate novel T cell and myeloid checkpoint targets. It has license agreement with AstraZeneca for the development of bi-specific and multi-specific immuno-oncology antibody products; and research collaboration with Johns Hopkins University for myeloid. Compugen Ltd. was incorporated in 1993 and is headquartered in Holon, Israel.

Premium sellers, directional traders, and spread builders all need the same starting point: a clear read on where CGEN implied volatility sits today versus where it has been. Our scanner ranks Compugen Ltd implied volatility against its historical range, surfaces extremes in CGEN IV rank, and pairs every reading with the trades that exploit it. Stop guessing whether Compugen Ltd IV is rich or cheap — measure it, then act on it.

Implied Volatility

IV Rank
48.41%IV Rank
Moderate

IV is below its typical range - premiums look reasonable for buyers.

Implied Volatility (30d)167.29%

IV Rank48.41%

Historical Volatility (30d)54.45%

IV - HV+112.84%

As of September 18, 2026

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