← Back to Stock / ETF implied volatility screener# CCOR - Core Alternative ETF

Implied Volatility Analysis

**Implied Volatility:**

61.0%

Implied Volatility Analysis

61.0%

**Core Alternative ETF** has an **Implied Volatility (IV)** of **61.0%** p.a. for a constant maturity of 30 days. The **Implied Volatility Rank (IVR)** for CCOR is **28** and the **Implied Volatility Percentile (IVP)** is **67**. The current Implied Volatility Index for CCOR is 0.11 standard deviations away from its 1 year mean.

Market Cap | $560.87M |
---|---|

Dividend Yield | 0.95% ($0.31) |

Implied Volatility (IV) 30d | 60.96 |

Implied Volatility Rank (IVR) 1y | 27.92 |

Implied Volatility Percentile (IVP) 1y | 66.67 |

Historical Volatility (HV) 30d | 19.23 |

IV / HV | 3.17 |

Open Interest | 6.00 |

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

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