← Back to Stock / ETF implied volatility screenerCNQ - Canadian Natural Resources
CNQ - Canadian Natural Resources
Implied Volatility Analysis
Implied Volatility:
42.7%
42.7%
Put/Call-Ratio:
1.87
1.87
Canadian Natural Resources has an Implied Volatility (IV) of 42.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CNQ is 31 and the Implied Volatility Percentile (IVP) is 44. The current Implied Volatility Index for CNQ is -0.18 standard deviations away from its 1 year mean.
| Market Cap | $66.44B |
|---|---|
| Dividend Yield | 5.00% ($3.01) |
| Next Earnings Date | 5/4/2023 (45d) |
| Implied Volatility (IV) 30d | 42.66 |
| Implied Volatility Rank (IVR) 1y | 31.02 |
| Implied Volatility Percentile (IVP) 1y | 43.84 |
| Historical Volatility (HV) 30d | 34.78 |
| IV / HV | 1.23 |
| Open Interest | 83.00K |
| Option Volume | 1.25K |
| Put/Call Ratio (Volume) | 1.87 |
Data was calculated after the 3/17/2023 closing.
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