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CE - Celanese Corp - Series A
Implied Volatility Analysis

Implied Volatility:
50.2%
Put/Call-Ratio:
0.27

Celanese Corp - Series A has an Implied Volatility (IV) of 50.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CE is 74 and the Implied Volatility Percentile (IVP) is 98. The current Implied Volatility Index for CE is 2.05 standard deviations away from its 1 year mean.

Market Cap$12.97B
Dividend Yield2.26% ($2.70)
Next Earnings Date7/21/2022 (20d)
Implied Volatility (IV) 30d
50.18
Implied Volatility Rank (IVR) 1y
74.00
Implied Volatility Percentile (IVP) 1y
98.38
Historical Volatility (HV) 30d
47.81
IV / HV
1.05
Open Interest
2.27K
Option Volume
84.00
Put/Call Ratio (Volume)
0.27

Data was calculated after the 6/30/2022 closing.

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