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CNC - Centene
Implied Volatility Analysis

Implied Volatility:
44.8%
Put/Call-Ratio:
2.22

Centene has an Implied Volatility (IV) of 44.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CNC is 40 and the Implied Volatility Percentile (IVP) is 73. The current Implied Volatility Index for CNC is 0.49 standard deviations away from its 1 year mean.

Market Cap$44.40B
Next Earnings Date10/25/2022 (23d)
Implied Volatility (IV) 30d
44.79
Implied Volatility Rank (IVR) 1y
40.47
Implied Volatility Percentile (IVP) 1y
73.36
Historical Volatility (HV) 30d
34.16
IV / HV
1.31
Open Interest
77.11K
Option Volume
1.99K
Put/Call Ratio (Volume)
2.22

Data was calculated after the 9/30/2022 closing.

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