← Back to Stock / ETF implied volatility screener

CRL - Charles River Laboratories International
Implied Volatility Analysis

Implied Volatility:
47.6%
Put/Call-Ratio:
0.67

Charles River Laboratories International has an Implied Volatility (IV) of 47.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CRL is 32 and the Implied Volatility Percentile (IVP) is 40. The current Implied Volatility Index for CRL is -0.31 standard deviations away from its 1 year mean.

Market Cap$10.94B
Next Earnings Date2/15/2023 (70d)
Implied Volatility (IV) 30d
47.61
Implied Volatility Rank (IVR) 1y
31.66
Implied Volatility Percentile (IVP) 1y
39.53
Historical Volatility (HV) 30d
43.25
IV / HV
1.10
Open Interest
2.40K
Option Volume
40.00
Put/Call Ratio (Volume)
0.67

Data was calculated after the 12/6/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.