← Back to Stock / ETF implied volatility screenerCP - Canadian Pacific Railway
CP - Canadian Pacific Railway
Implied Volatility Analysis
Implied Volatility:
26.7%
26.7%
Put/Call-Ratio:
0.43
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 Yield | 0.77% ($0.62) |
| Next Earnings Date | 1/26/2023 (59d) |
| Next Dividend Date | 12/29/2022 (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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