← Back to Stock / ETF implied volatility screener# CPE - Callon Petroleum

Implied Volatility Analysis

**Implied Volatility:**

77.9%**Put/Call-Ratio:**

0.25

Implied Volatility Analysis

77.9%

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 Date | 11/2/2022 (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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