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CE - Celanese Corp - Series A
Implied Volatility Analysis

Implied Volatility:
40.0%
Put/Call-Ratio:
2.31

Celanese Corp - Series A has an Implied Volatility (IV) of 40.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CE is 30 and the Implied Volatility Percentile (IVP) is 42. The current Implied Volatility Index for CE is -0.33 standard deviations away from its 1 year mean.

Market Cap$11.30B
Dividend Yield2.60% ($2.71)
Next Earnings Date1/26/2023 (59d)
Implied Volatility (IV) 30d
39.95
Implied Volatility Rank (IVR) 1y
30.10
Implied Volatility Percentile (IVP) 1y
42.46
Historical Volatility (HV) 30d
60.03
IV / HV
0.67
Open Interest
9.65K
Option Volume
86.00
Put/Call Ratio (Volume)
2.31

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

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