← Back to Stock / ETF implied volatility screenerCEG - Constellation Energy Corporation
CEG - Constellation Energy Corporation
Implied Volatility Analysis
Implied Volatility:
41.5%
41.5%
Put/Call-Ratio:
0.66
0.66
Constellation Energy Corporation has an Implied Volatility (IV) of 41.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CEG is 25 and the Implied Volatility Percentile (IVP) is 29. The current Implied Volatility Index for CEG is -0.68 standard deviations away from its 1 year mean.
| Market Cap | $25.84B |
|---|---|
| Dividend Yield | 0.89% ($0.70) |
| Next Earnings Date | 5/11/2023 (54d) |
| Implied Volatility (IV) 30d | 41.48 |
| Implied Volatility Rank (IVR) 1y | 24.58 |
| Implied Volatility Percentile (IVP) 1y | 29.37 |
| Historical Volatility (HV) 30d | 32.71 |
| IV / HV | 1.27 |
| Open Interest | 33.58K |
| Option Volume | 189.00 |
| Put/Call Ratio (Volume) | 0.66 |
Data was calculated after the 3/17/2023 closing.
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