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CATO - Cato Corp. - Class A
Implied Volatility Analysis

Implied Volatility:
105.8%

Cato Corp. - Class A has an Implied Volatility (IV) of 105.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CATO is 30 and the Implied Volatility Percentile (IVP) is 61. The current Implied Volatility Index for CATO is 0.09 standard deviations away from its 1 year mean.

Market Cap$199.41M
Dividend Yield6.47% ($0.66)
Next Dividend Date12/22/2022 (21d)
Implied Volatility (IV) 30d
105.83
Implied Volatility Rank (IVR) 1y
30.23
Implied Volatility Percentile (IVP) 1y
61.02
Historical Volatility (HV) 30d
48.06
IV / HV
2.20
Open Interest
392.00

Data was calculated after the 11/30/2022 closing.

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