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CNHI - CNH Industrial NV
Implied Volatility Analysis

Implied Volatility:
46.4%
Put/Call-Ratio:
0.89

CNH Industrial NV has an Implied Volatility (IV) of 46.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CNHI is 8 and the Implied Volatility Percentile (IVP) is 23. The current Implied Volatility Index for CNHI is -0.62 standard deviations away from its 1 year mean.

Market Cap$19.59B
Dividend Yield1.92% ($0.28)
Next Earnings Date5/5/2023 (41d)
Next Dividend Date4/24/2023 (30d)
Implied Volatility (IV) 30d
46.37
Implied Volatility Rank (IVR) 1y
7.58
Implied Volatility Percentile (IVP) 1y
23.02
Historical Volatility (HV) 30d
38.73
IV / HV
1.20
Open Interest
25.80K
Option Volume
164.00
Put/Call Ratio (Volume)
0.89

Data was calculated after the 3/24/2023 closing.

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