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CNQ - Canadian Natural Resources
Implied Volatility Analysis

Implied Volatility:
52.8%
Put/Call-Ratio:
0.33

Canadian Natural Resources has an Implied Volatility (IV) of 52.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CNQ is 54 and the Implied Volatility Percentile (IVP) is 92. The current Implied Volatility Index for CNQ is 1.38 standard deviations away from its 1 year mean.

Market Cap$50.43B
Dividend Yield6.09% ($2.76)
Next Earnings Date11/3/2022 (35d)
Implied Volatility (IV) 30d
52.76
Implied Volatility Rank (IVR) 1y
54.31
Implied Volatility Percentile (IVP) 1y
91.97
Historical Volatility (HV) 30d
44.16
IV / HV
1.19
Open Interest
30.91K
Option Volume
1.23K
Put/Call Ratio (Volume)
0.33

Data was calculated after the 9/28/2022 closing.

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