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CFG - Citizens Financial Group
Implied Volatility Analysis

Implied Volatility:
39.4%
Put/Call-Ratio:
0.60

Citizens Financial Group has an Implied Volatility (IV) of 39.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CFG is 29 and the Implied Volatility Percentile (IVP) is 72. The current Implied Volatility Index for CFG is 0.35 standard deviations away from its 1 year mean.

Market Cap$17.41B
Dividend Yield4.38% ($1.54)
Next Earnings Date7/19/2022 (23d)
Implied Volatility (IV) 30d
39.42
Implied Volatility Rank (IVR) 1y
28.82
Implied Volatility Percentile (IVP) 1y
71.66
Historical Volatility (HV) 30d
43.39
IV / HV
0.91
Open Interest
51.81K
Option Volume
792.00
Put/Call Ratio (Volume)
0.60

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

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