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CME - CME Group - Class A
Implied Volatility Analysis

Implied Volatility:
25.2%
Put/Call-Ratio:
0.97

CME Group - Class A has an Implied Volatility (IV) of 25.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CME is 24 and the Implied Volatility Percentile (IVP) is 30. The current Implied Volatility Index for CME is -0.71 standard deviations away from its 1 year mean.

Market Cap$71.53B
Dividend Yield1.90% ($3.77)
Next Earnings Date10/26/2022 (72d)
Next Dividend Date9/8/2022 (24d)
Implied Volatility (IV) 30d
25.19
Implied Volatility Rank (IVR) 1y
24.07
Implied Volatility Percentile (IVP) 1y
29.64
Historical Volatility (HV) 30d
22.51
IV / HV
1.12
Open Interest
52.32K
Option Volume
1.07K
Put/Call Ratio (Volume)
0.97

Data was calculated after the 8/12/2022 closing.

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