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

Implied Volatility:
132.1%
Put/Call-Ratio:
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 Yield5.84% ($0.05)
Next Earnings Date4/27/2023 (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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