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CNQ - Canadian Natural Resources
Implied Volatility Analysis

Implied Volatility:
53.1%
Put/Call-Ratio:
0.42

Canadian Natural Resources has an Implied Volatility (IV) of 53.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CNQ is 91 and the Implied Volatility Percentile (IVP) is 98. The current Implied Volatility Index for CNQ is 2.18 standard deviations away from its 1 year mean.

Market Cap$57.49B
Dividend Yield5.07% ($2.52)
Next Earnings Date8/4/2022 (40d)
Implied Volatility (IV) 30d
53.10
Implied Volatility Rank (IVR) 1y
91.01
Implied Volatility Percentile (IVP) 1y
97.57
Historical Volatility (HV) 30d
47.77
IV / HV
1.11
Open Interest
86.86K
Option Volume
5.32K
Put/Call Ratio (Volume)
0.42

Data was calculated after the 6/24/2022 closing.

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