← Back to Stock / ETF implied volatility screenerCME - CME Group - Class A
CME - CME Group - Class A
Implied Volatility Analysis
Implied Volatility:
25.8%
25.8%
Put/Call-Ratio:
1.42
1.42
CME Group - Class A has an Implied Volatility (IV) of 25.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CME is 23 and the Implied Volatility Percentile (IVP) is 26. The current Implied Volatility Index for CME is -0.73 standard deviations away from its 1 year mean.
| Market Cap | $67.97B |
|---|---|
| Dividend Yield | 4.48% ($8.46) |
| Next Earnings Date | 4/26/2023 (24d) |
| Implied Volatility (IV) 30d | 25.84 |
| Implied Volatility Rank (IVR) 1y | 23.31 |
| Implied Volatility Percentile (IVP) 1y | 25.79 |
| Historical Volatility (HV) 30d | 23.75 |
| IV / HV | 1.09 |
| Open Interest | 45.52K |
| Option Volume | 4.34K |
| Put/Call Ratio (Volume) | 1.42 |
Data was calculated after the 3/31/2023 closing.
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