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CCV - Churchill Capital Corp V - Class A
Implied Volatility Analysis

Implied Volatility:
12.0%

Churchill Capital Corp V - Class A has an Implied Volatility (IV) of 12.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CCV is 1 and the Implied Volatility Percentile (IVP) is 2. The current Implied Volatility Index for CCV is -0.56 standard deviations away from its 1 year mean.

Market Cap$495.50M
Implied Volatility (IV) 30d
12.01
Implied Volatility Rank (IVR) 1y
0.60
Implied Volatility Percentile (IVP) 1y
2.40
Historical Volatility (HV) 30d
1.16
IV / HV
10.35
Open Interest
3.66K
Option Volume
39.00

Data was calculated after the 9/23/2022 closing.

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