← Back to Stock / ETF implied volatility screenerCP - Canadian Pacific Railway
CP - Canadian Pacific Railway
Implied Volatility Analysis
Implied Volatility:
30.1%
30.1%
Put/Call-Ratio:
0.16
0.16
Canadian Pacific Railway has an Implied Volatility (IV) of 30.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CP is 15 and the Implied Volatility Percentile (IVP) is 40. The current Implied Volatility Index for CP is -0.39 standard deviations away from its 1 year mean.
| Market Cap | $73.19B |
|---|---|
| Dividend Yield | 0.78% ($0.61) |
| Next Earnings Date | 4/26/2023 (37d) |
| Next Dividend Date | 3/30/2023 (10d) ! |
| Implied Volatility (IV) 30d | 30.05 |
| Implied Volatility Rank (IVR) 1y | 14.73 |
| Implied Volatility Percentile (IVP) 1y | 40.23 |
| Historical Volatility (HV) 30d | 31.10 |
| IV / HV | 0.97 |
| Open Interest | 129.94K |
| Option Volume | 4.60K |
| Put/Call Ratio (Volume) | 0.16 |
Data was calculated after the 3/17/2023 closing.
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