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CP - Canadian Pacific Railway
Implied Volatility Analysis

Implied Volatility:
26.7%
Put/Call-Ratio:
0.43

Canadian Pacific Railway has an Implied Volatility (IV) of 26.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CP is 11 and the Implied Volatility Percentile (IVP) is 6. The current Implied Volatility Index for CP is -1.30 standard deviations away from its 1 year mean.

Market Cap$75.08B
Dividend Yield0.77% ($0.62)
Next Earnings Date1/26/2023 (59d)
Next Dividend Date12/29/2022 (31d)
Implied Volatility (IV) 30d
26.66
Implied Volatility Rank (IVR) 1y
11.15
Implied Volatility Percentile (IVP) 1y
6.35
Historical Volatility (HV) 30d
23.17
IV / HV
1.15
Open Interest
31.96K
Option Volume
156.00
Put/Call Ratio (Volume)
0.43

Data was calculated after the 11/25/2022 closing.

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