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CPE - Callon Petroleum
Implied Volatility Analysis

Implied Volatility:
77.9%
Put/Call-Ratio:
0.25

Callon Petroleum has an Implied Volatility (IV) of 77.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CPE is 15 and the Implied Volatility Percentile (IVP) is 13. The current Implied Volatility Index for CPE is -1.14 standard deviations away from its 1 year mean.

Market Cap$2.33B
Next Earnings Date11/2/2022 (41d)
Implied Volatility (IV) 30d
77.91
Implied Volatility Rank (IVR) 1y
14.80
Implied Volatility Percentile (IVP) 1y
13.20
Historical Volatility (HV) 30d
60.80
IV / HV
1.28
Open Interest
65.56K
Option Volume
1.13K
Put/Call Ratio (Volume)
0.25

Data was calculated after the 9/21/2022 closing.

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