Churchill Downs has an Implied Volatility (IV) of 42.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CHDN is 25 and the Implied Volatility Percentile (IVP) is 24. The current Implied Volatility Index for CHDN is -0.77 standard deviations away from its 1 year mean.
|Dividend Yield||0.30% ($0.67)|
|Next Earnings Date||2/22/2023 (86d)|
|Next Dividend Date||12/1/2022 (3d) !|
|Implied Volatility (IV) 30d|
|Implied Volatility Rank (IVR) 1y|
|Implied Volatility Percentile (IVP) 1y|
|Historical Volatility (HV) 30d|
|IV / HV|
|Put/Call Ratio (Volume)|
Data was calculated after the 11/25/2022 closing.