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CB - Chubb Limited
Implied Volatility Analysis

Implied Volatility:
21.6%
Put/Call-Ratio:
0.43

Chubb Limited has an Implied Volatility (IV) of 21.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CB is 8 and the Implied Volatility Percentile (IVP) is 6. The current Implied Volatility Index for CB is -1.51 standard deviations away from its 1 year mean.

Market Cap$88.88B
Dividend Yield1.51% ($3.24)
Next Earnings Date1/31/2023 (64d)
Next Dividend Date12/15/2022 (17d)
Implied Volatility (IV) 30d
21.65
Implied Volatility Rank (IVR) 1y
8.39
Implied Volatility Percentile (IVP) 1y
5.95
Historical Volatility (HV) 30d
19.15
IV / HV
1.13
Open Interest
20.50K
Option Volume
176.00
Put/Call Ratio (Volume)
0.43

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

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