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CEG - Constellation Energy Corporation
Implied Volatility Analysis

Implied Volatility:
61.0%
Put/Call-Ratio:
0.16

Constellation Energy Corporation has an Implied Volatility (IV) of 61.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CEG is 50 and the Implied Volatility Percentile (IVP) is 74. The current Implied Volatility Index for CEG is 0.72 standard deviations away from its 1 year mean.

Market Cap$19.16B
Dividend Yield0.48% ($0.28)
Next Earnings Date8/11/2022 (47d)
Implied Volatility (IV) 30d
61.05
Implied Volatility Rank (IVR) 1y
50.10
Implied Volatility Percentile (IVP) 1y
74.47
Historical Volatility (HV) 30d
61.91
IV / HV
0.99
Open Interest
23.76K
Option Volume
236.00
Put/Call Ratio (Volume)
0.16

Data was calculated after the 6/24/2022 closing.

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