← Back to Stock / ETF implied volatility screenerCE - Celanese Corp - Series A
CE - Celanese Corp - Series A
Implied Volatility Analysis
Implied Volatility:
40.9%
40.9%
Put/Call-Ratio:
2.89
2.89
Celanese Corp - Series A has an Implied Volatility (IV) of 40.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CE is 42 and the Implied Volatility Percentile (IVP) is 54. The current Implied Volatility Index for CE is -0.01 standard deviations away from its 1 year mean.
| Market Cap | $11.44B |
|---|---|
| Dividend Yield | 2.65% ($2.73) |
| Next Earnings Date | 4/27/2023 (29d) |
| Implied Volatility (IV) 30d | 40.87 |
| Implied Volatility Rank (IVR) 1y | 41.85 |
| Implied Volatility Percentile (IVP) 1y | 53.57 |
| Historical Volatility (HV) 30d | 40.80 |
| IV / HV | 1.00 |
| Open Interest | 9.33K |
| Option Volume | 241.00 |
| Put/Call Ratio (Volume) | 2.89 |
Data was calculated after the 3/28/2023 closing.
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