← Back to Stock / ETF implied volatility screenerCNC - Centene
CNC - Centene
Implied Volatility Analysis
Implied Volatility:
35.8%
35.8%
Put/Call-Ratio:
1.17
1.17
Centene has an Implied Volatility (IV) of 35.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CNC is 27 and the Implied Volatility Percentile (IVP) is 54. The current Implied Volatility Index for CNC is -0.05 standard deviations away from its 1 year mean.
| Market Cap | $34.50B |
|---|---|
| Next Earnings Date | 4/25/2023 (31d) |
| Implied Volatility (IV) 30d | 35.82 |
| Implied Volatility Rank (IVR) 1y | 27.25 |
| Implied Volatility Percentile (IVP) 1y | 53.66 |
| Historical Volatility (HV) 30d | 22.28 |
| IV / HV | 1.61 |
| Open Interest | 73.00K |
| Option Volume | 3.76K |
| Put/Call Ratio (Volume) | 1.17 |
Data was calculated after the 3/24/2023 closing.
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