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CAE - Cae
Implied Volatility Analysis

Implied Volatility:
46.5%

Cae has an Implied Volatility (IV) of 46.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CAE is 10 and the Implied Volatility Percentile (IVP) is 7. The current Implied Volatility Index for CAE is -1.24 standard deviations away from its 1 year mean.

Market Cap$7.10B
Next Earnings Date5/31/2023 (60d)
Implied Volatility (IV) 30d
46.46
Implied Volatility Rank (IVR) 1y
10.28
Implied Volatility Percentile (IVP) 1y
7.00
Historical Volatility (HV) 30d
29.09
IV / HV
1.60
Open Interest
542.00
Option Volume
9.00

Data was calculated after the 3/31/2023 closing.

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