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CB - Chubb Limited
Implied Volatility Analysis

Implied Volatility:
28.4%
Put/Call-Ratio:
0.41

Chubb Limited has an Implied Volatility (IV) of 28.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CB is 37 and the Implied Volatility Percentile (IVP) is 71. The current Implied Volatility Index for CB is 0.43 standard deviations away from its 1 year mean.

Market Cap$79.22B
Dividend Yield1.72% ($3.21)
Next Earnings Date7/26/2022 (30d)
Implied Volatility (IV) 30d
28.41
Implied Volatility Rank (IVR) 1y
36.73
Implied Volatility Percentile (IVP) 1y
70.66
Historical Volatility (HV) 30d
28.03
IV / HV
1.01
Open Interest
25.42K
Option Volume
915.00
Put/Call Ratio (Volume)
0.41

Data was calculated after the 6/24/2022 closing.

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