← Back to Stock / ETF implied volatility screenerCS - Credit Suisse Group AG (ADR)
CS - Credit Suisse Group AG (ADR)
Implied Volatility Analysis
Implied Volatility:
132.1%
132.1%
Put/Call-Ratio:
0.14
0.14
Credit Suisse Group AG (ADR) has an Implied Volatility (IV) of 132.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CS is 32 and the Implied Volatility Percentile (IVP) is 98. The current Implied Volatility Index for CS is 2.13 standard deviations away from its 1 year mean.
| Market Cap | $3.46B |
|---|---|
| Dividend Yield | 5.84% ($0.05) |
| Next Earnings Date | 4/27/2023 (29d) |
| Implied Volatility (IV) 30d | 132.10 |
| Implied Volatility Rank (IVR) 1y | 31.65 |
| Implied Volatility Percentile (IVP) 1y | 97.62 |
| Historical Volatility (HV) 30d | 250.46 |
| IV / HV | 0.53 |
| Open Interest | 1.19M |
| Option Volume | 40.23K |
| Put/Call Ratio (Volume) | 0.14 |
Data was calculated after the 3/28/2023 closing.
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