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CFR - Cullen Frost Bankers
Implied Volatility Analysis

Implied Volatility:
40.5%
Put/Call-Ratio:
1.31

Cullen Frost Bankers has an Implied Volatility (IV) of 40.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CFR is 47 and the Implied Volatility Percentile (IVP) is 77. The current Implied Volatility Index for CFR is 0.68 standard deviations away from its 1 year mean.

Market Cap$7.53B
Dividend Yield2.53% ($2.97)
Next Earnings Date7/28/2022 (36d)
Implied Volatility (IV) 30d
40.47
Implied Volatility Rank (IVR) 1y
46.55
Implied Volatility Percentile (IVP) 1y
76.52
Historical Volatility (HV) 30d
33.48
IV / HV
1.21
Open Interest
2.48K
Option Volume
30.00
Put/Call Ratio (Volume)
1.31

Data was calculated after the 6/21/2022 closing.

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