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CP - Canadian Pacific Railway
Implied Volatility Analysis

Implied Volatility:
30.1%
Put/Call-Ratio:
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 Yield0.78% ($0.61)
Next Earnings Date4/26/2023 (37d)
Next Dividend Date3/30/2023 (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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