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CMI - Cummins
Implied Volatility Analysis

Implied Volatility:
24.6%
Put/Call-Ratio:
1.47

Cummins has an Implied Volatility (IV) of 24.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CMI is 8 and the Implied Volatility Percentile (IVP) is 4. The current Implied Volatility Index for CMI is -1.65 standard deviations away from its 1 year mean.

Market Cap$35.38B
Dividend Yield2.38% ($5.98)
Next Earnings Date1/31/2023 (64d)
Implied Volatility (IV) 30d
24.58
Implied Volatility Rank (IVR) 1y
8.11
Implied Volatility Percentile (IVP) 1y
4.37
Historical Volatility (HV) 30d
23.46
IV / HV
1.05
Open Interest
54.04K
Option Volume
413.00
Put/Call Ratio (Volume)
1.47

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

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