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CNHI - CNH Industrial NV
Implied Volatility Analysis

Implied Volatility:
85.1%
Put/Call-Ratio:
1.56

CNH Industrial NV has an Implied Volatility (IV) of 85.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CNHI is 28 and the Implied Volatility Percentile (IVP) is 88. The current Implied Volatility Index for CNHI is 1.02 standard deviations away from its 1 year mean.

Market Cap$15.23B
Dividend Yield2.49% ($0.28)
Next Earnings Date11/8/2022 (37d)
Implied Volatility (IV) 30d
85.10
Implied Volatility Rank (IVR) 1y
28.44
Implied Volatility Percentile (IVP) 1y
88.14
Historical Volatility (HV) 30d
36.67
IV / HV
2.32
Open Interest
5.99K
Option Volume
23.00
Put/Call Ratio (Volume)
1.56

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

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