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CHEF - Chefs` Warehouse
Implied Volatility Analysis

Implied Volatility:
50.2%
Put/Call-Ratio:
0.89

Chefs` Warehouse has an Implied Volatility (IV) of 50.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CHEF is 2 and the Implied Volatility Percentile (IVP) is 1. The current Implied Volatility Index for CHEF is -1.46 standard deviations away from its 1 year mean.

Market Cap$1.33B
Next Earnings Date10/26/2022 (35d)
Implied Volatility (IV) 30d
50.23
Implied Volatility Rank (IVR) 1y
1.63
Implied Volatility Percentile (IVP) 1y
0.80
Historical Volatility (HV) 30d
34.26
IV / HV
1.47
Open Interest
8.25K
Option Volume
251.00
Put/Call Ratio (Volume)
0.89

Data was calculated after the 9/20/2022 closing.

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