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CMI - Cummins
Implied Volatility Analysis

Implied Volatility:
31.5%
Put/Call-Ratio:
0.19

Cummins has an Implied Volatility (IV) of 31.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CMI is 42 and the Implied Volatility Percentile (IVP) is 68. The current Implied Volatility Index for CMI is 0.33 standard deviations away from its 1 year mean.

Market Cap$26.23B
Dividend Yield3.12% ($5.80)
Next Earnings Date8/2/2022 (36d)
Implied Volatility (IV) 30d
31.51
Implied Volatility Rank (IVR) 1y
41.84
Implied Volatility Percentile (IVP) 1y
68.08
Historical Volatility (HV) 30d
38.76
IV / HV
0.81
Open Interest
40.77K
Option Volume
1.24K
Put/Call Ratio (Volume)
0.19

Data was calculated after the 6/24/2022 closing.

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