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CAE - Cae
Implied Volatility Analysis

Implied Volatility:
68.2%

Cae has an Implied Volatility (IV) of 68.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CAE is 20 and the Implied Volatility Percentile (IVP) is 28. The current Implied Volatility Index for CAE is -0.47 standard deviations away from its 1 year mean.

Market Cap$6.86B
Next Earnings Date2/9/2023 (74d)
Implied Volatility (IV) 30d
68.17
Implied Volatility Rank (IVR) 1y
19.82
Implied Volatility Percentile (IVP) 1y
27.99
Historical Volatility (HV) 30d
68.24
IV / HV
1.00
Open Interest
709.00

Data was calculated after the 11/25/2022 closing.

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