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CPK - Chesapeake Utilities
Implied Volatility Analysis

Implied Volatility:
42.8%

Chesapeake Utilities has an Implied Volatility (IV) of 42.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CPK is 23 and the Implied Volatility Percentile (IVP) is 60. The current Implied Volatility Index for CPK is -0.01 standard deviations away from its 1 year mean.

Market Cap$2.27B
Dividend Yield1.57% ($2.02)
Next Earnings Date11/2/2022 (37d)
Implied Volatility (IV) 30d
42.80
Implied Volatility Rank (IVR) 1y
23.09
Implied Volatility Percentile (IVP) 1y
59.85
Historical Volatility (HV) 30d
22.39
IV / HV
1.91
Open Interest
22.00

Data was calculated after the 9/23/2022 closing.

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