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CEG - Constellation Energy Corporation
Implied Volatility Analysis

Implied Volatility:
49.3%
Put/Call-Ratio:
2.00

Constellation Energy Corporation has an Implied Volatility (IV) of 49.3% 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 34. The current Implied Volatility Index for CEG is -0.58 standard deviations away from its 1 year mean.

Market Cap$27.45B
Dividend Yield0.50% ($0.42)
Next Earnings Date11/3/2022 (35d)
Implied Volatility (IV) 30d
49.27
Implied Volatility Rank (IVR) 1y
25.13
Implied Volatility Percentile (IVP) 1y
34.03
Historical Volatility (HV) 30d
30.41
IV / HV
1.62
Open Interest
34.88K
Option Volume
306.00
Put/Call Ratio (Volume)
2.00

Data was calculated after the 9/28/2022 closing.

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