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CCMP - CMC Materials
Implied Volatility Analysis

Implied Volatility:
30.5%

CMC Materials has an Implied Volatility (IV) of 30.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CCMP is 13 and the Implied Volatility Percentile (IVP) is 28. The current Implied Volatility Index for CCMP is -0.80 standard deviations away from its 1 year mean.

Market Cap$4.99B
Dividend Yield0.79% ($1.38)
Next Earnings Date8/3/2022 (41d)
Implied Volatility (IV) 30d
30.52
Implied Volatility Rank (IVR) 1y
13.40
Implied Volatility Percentile (IVP) 1y
27.54
Historical Volatility (HV) 30d
20.01
IV / HV
1.53
Open Interest
374.00
Option Volume
1.00

Data was calculated after the 6/22/2022 closing.

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