← Back to Stock / ETF implied volatility screener

CS - Credit Suisse Group AG (ADR)
Implied Volatility Analysis

Implied Volatility:
55.6%
Put/Call-Ratio:
0.85

Credit Suisse Group AG (ADR) has an Implied Volatility (IV) of 55.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CS is 48 and the Implied Volatility Percentile (IVP) is 88. The current Implied Volatility Index for CS is 1.23 standard deviations away from its 1 year mean.

Market Cap$15.77B
Dividend Yield0.85% ($0.05)
Next Earnings Date7/27/2022 (28d)
Implied Volatility (IV) 30d
55.63
Implied Volatility Rank (IVR) 1y
48.20
Implied Volatility Percentile (IVP) 1y
87.87
Historical Volatility (HV) 30d
46.30
IV / HV
1.20
Open Interest
259.76K
Option Volume
691.00
Put/Call Ratio (Volume)
0.85

Data was calculated after the 6/28/2022 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.