← Back to Stock / ETF implied volatility screenerCP - Canadian Pacific Railway
CP - Canadian Pacific Railway
Implied Volatility Analysis
Implied Volatility:
31.6%
31.6%
Put/Call-Ratio:
0.40
0.40
Canadian Pacific Railway has an Implied Volatility (IV) of 31.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CP is 31 and the Implied Volatility Percentile (IVP) is 57. The current Implied Volatility Index for CP is -0.01 standard deviations away from its 1 year mean.
| Market Cap | $63.66B |
|---|---|
| Dividend Yield | 0.99% ($0.68) |
| Next Earnings Date | 7/27/2022 (31d) |
| Implied Volatility (IV) 30d | 31.62 |
| Implied Volatility Rank (IVR) 1y | 31.30 |
| Implied Volatility Percentile (IVP) 1y | 56.68 |
| Historical Volatility (HV) 30d | 35.17 |
| IV / HV | 0.90 |
| Open Interest | 29.87K |
| Option Volume | 373.00 |
| Put/Call Ratio (Volume) | 0.40 |
Data was calculated after the 6/24/2022 closing.
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