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CME - CME Group - Class A
Implied Volatility Analysis

Implied Volatility:
28.7%
Put/Call-Ratio:
0.25

CME Group - Class A has an Implied Volatility (IV) of 28.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CME is 38 and the Implied Volatility Percentile (IVP) is 41. The current Implied Volatility Index for CME is -0.42 standard deviations away from its 1 year mean.

Market Cap$63.31B
Dividend Yield2.20% ($3.87)
Next Earnings Date2/8/2023 (72d)
Next Dividend Date12/8/2022 (10d) !
Implied Volatility (IV) 30d
28.72
Implied Volatility Rank (IVR) 1y
38.48
Implied Volatility Percentile (IVP) 1y
41.06
Historical Volatility (HV) 30d
16.60
IV / HV
1.73
Open Interest
54.78K
Option Volume
1.93K
Put/Call Ratio (Volume)
0.25

Data was calculated after the 11/25/2022 closing.

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