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CSL - Carlisle Companies
Implied Volatility Analysis

Implied Volatility:
27.5%
Put/Call-Ratio:
0.26

Carlisle Companies has an Implied Volatility (IV) of 27.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CSL is 12 and the Implied Volatility Percentile (IVP) is 14. The current Implied Volatility Index for CSL is -1.18 standard deviations away from its 1 year mean.

Market Cap$14.95B
Dividend Yield0.74% ($2.15)
Next Earnings Date10/20/2022 (75d)
Implied Volatility (IV) 30d
27.54
Implied Volatility Rank (IVR) 1y
12.02
Implied Volatility Percentile (IVP) 1y
13.60
Historical Volatility (HV) 30d
28.88
IV / HV
0.95
Open Interest
2.28K
Option Volume
170.00
Put/Call Ratio (Volume)
0.26

Data was calculated after the 8/5/2022 closing.

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