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CHDN - Churchill Downs
Implied Volatility Analysis

Implied Volatility:
42.0%
Put/Call-Ratio:
0.95

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.

Market Cap$8.31B
Dividend Yield0.30% ($0.67)
Next Earnings Date2/22/2023 (86d)
Next Dividend Date12/1/2022 (3d) !
Implied Volatility (IV) 30d
42.05
Implied Volatility Rank (IVR) 1y
24.67
Implied Volatility Percentile (IVP) 1y
24.02
Historical Volatility (HV) 30d
35.04
IV / HV
1.20
Open Interest
685.00
Option Volume
37.00
Put/Call Ratio (Volume)
0.95

Data was calculated after the 11/25/2022 closing.

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