← Back to Stock / ETF implied volatility screener

CMC - Commercial Metals
Implied Volatility Analysis

Implied Volatility:
52.8%
Put/Call-Ratio:
1.16

Commercial Metals has an Implied Volatility (IV) of 52.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CMC is 59 and the Implied Volatility Percentile (IVP) is 75. The current Implied Volatility Index for CMC is 0.76 standard deviations away from its 1 year mean.

Market Cap$4.47B
Dividend Yield1.50% ($0.56)
Next Earnings Date10/13/2022 (17d)
Implied Volatility (IV) 30d
52.82
Implied Volatility Rank (IVR) 1y
58.94
Implied Volatility Percentile (IVP) 1y
75.01
Historical Volatility (HV) 30d
37.72
IV / HV
1.40
Open Interest
10.93K
Option Volume
330.00
Put/Call Ratio (Volume)
1.16

Data was calculated after the 9/23/2022 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.