← Back to Stock / ETF implied volatility screener

CHK - Chesapeake Energy Corp. - New
Implied Volatility Analysis

Implied Volatility:
61.9%
Put/Call-Ratio:
0.47

Chesapeake Energy Corp. - New has an Implied Volatility (IV) of 61.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CHK is 39 and the Implied Volatility Percentile (IVP) is 62. The current Implied Volatility Index for CHK is 0.19 standard deviations away from its 1 year mean.

Market Cap$11.34B
Dividend Yield7.27% ($6.82)
Next Earnings Date11/2/2022 (31d)
Implied Volatility (IV) 30d
61.86
Implied Volatility Rank (IVR) 1y
38.50
Implied Volatility Percentile (IVP) 1y
62.40
Historical Volatility (HV) 30d
39.51
IV / HV
1.57
Open Interest
80.99K
Option Volume
477.00
Put/Call Ratio (Volume)
0.47

Data was calculated after the 9/30/2022 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.
We'll never share your email with anyone else.