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CHH - Choice Hotels International
Implied Volatility Analysis

Implied Volatility:
43.5%
Put/Call-Ratio:
1.60

Choice Hotels International has an Implied Volatility (IV) of 43.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CHH is 16 and the Implied Volatility Percentile (IVP) is 15. The current Implied Volatility Index for CHH is -0.88 standard deviations away from its 1 year mean.

Market Cap$6.40B
Dividend Yield0.76% ($0.95)
Next Earnings Date5/10/2023 (53d)
Next Dividend Date3/31/2023 (13d) !
Implied Volatility (IV) 30d
43.46
Implied Volatility Rank (IVR) 1y
15.89
Implied Volatility Percentile (IVP) 1y
15.48
Historical Volatility (HV) 30d
30.19
IV / HV
1.44
Open Interest
358.00
Option Volume
26.00
Put/Call Ratio (Volume)
1.60

Data was calculated after the 3/17/2023 closing.

This stock chart shows CHH Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for CHH Choice Hotels International over a one year time horizon.
Tradingview Chart →

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