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CHH - Choice Hotels International
Implied Volatility Analysis

Implied Volatility:
56.3%

Choice Hotels International has an Implied Volatility (IV) of 56.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CHH is 41 and the Implied Volatility Percentile (IVP) is 88. The current Implied Volatility Index for CHH is 1.13 standard deviations away from its 1 year mean.

Market Cap$5.89B
Dividend Yield0.89% ($0.93)
Next Earnings Date11/3/2022 (35d)
Next Dividend Date9/30/2022 (1d) !
Implied Volatility (IV) 30d
56.30
Implied Volatility Rank (IVR) 1y
41.34
Implied Volatility Percentile (IVP) 1y
88.00
Historical Volatility (HV) 30d
41.66
IV / HV
1.35
Open Interest
2.17K
Option Volume
5.00

Data was calculated after the 9/28/2022 closing.

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