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CNM - Core & Main Inc Class A
Implied Volatility Analysis

Implied Volatility:
71.9%

Core & Main Inc Class A has an Implied Volatility (IV) of 71.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CNM is 12 and the Implied Volatility Percentile (IVP) is 6. The current Implied Volatility Index for CNM is -1.11 standard deviations away from its 1 year mean.

Market Cap$3.74B
Next Earnings Date12/6/2022 (71d)
Implied Volatility (IV) 30d
71.93
Implied Volatility Rank (IVR) 1y
12.27
Implied Volatility Percentile (IVP) 1y
6.00
Historical Volatility (HV) 30d
37.42
IV / HV
1.92
Open Interest
979.00
Option Volume
17.00

Data was calculated after the 9/23/2022 closing.

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