← Back to Stock / ETF implied volatility screenerCHK - Chesapeake Energy Corp. - New
CHK - Chesapeake Energy Corp. - New
Implied Volatility Analysis
Implied Volatility:
44.0%
44.0%
Put/Call-Ratio:
1.74
1.74
Chesapeake Energy Corp. - New has an Implied Volatility (IV) of 44.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CHK is 9 and the Implied Volatility Percentile (IVP) is 12. The current Implied Volatility Index for CHK is -1.11 standard deviations away from its 1 year mean.
| Market Cap | $9.85B |
|---|---|
| Dividend Yield | 12.18% ($8.91) |
| Next Earnings Date | 5/3/2023 (39d) |
| Implied Volatility (IV) 30d | 43.97 |
| Implied Volatility Rank (IVR) 1y | 9.38 |
| Implied Volatility Percentile (IVP) 1y | 11.51 |
| Historical Volatility (HV) 30d | 39.92 |
| IV / HV | 1.10 |
| Open Interest | 68.31K |
| Option Volume | 808.00 |
| Put/Call Ratio (Volume) | 1.74 |
Data was calculated after the 3/24/2023 closing.
Sign up for our upcoming FREE newsletter!
- Concrete option trades for the upcoming day
- Portfolios with backtested profitable option strategies
- It's free. Contains just value. Unsubscribe any time.