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CAL - Caleres
Implied Volatility Analysis

Implied Volatility:
54.1%
Put/Call-Ratio:
1.74

Caleres has an Implied Volatility (IV) of 54.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CAL is 13 and the Implied Volatility Percentile (IVP) is 4. The current Implied Volatility Index for CAL is -1.34 standard deviations away from its 1 year mean.

Market Cap$880.97M
Dividend Yield1.15% ($0.28)
Implied Volatility (IV) 30d
54.12
Implied Volatility Rank (IVR) 1y
13.15
Implied Volatility Percentile (IVP) 1y
3.56
Historical Volatility (HV) 30d
61.11
IV / HV
0.89
Open Interest
22.12K
Option Volume
550.00
Put/Call Ratio (Volume)
1.74

Data was calculated after the 12/1/2022 closing.

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