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CSL - Carlisle Companies
Implied Volatility Analysis

Implied Volatility:
37.7%

Carlisle Companies has an Implied Volatility (IV) of 37.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CSL is 30 and the Implied Volatility Percentile (IVP) is 39. The current Implied Volatility Index for CSL is -0.28 standard deviations away from its 1 year mean.

Market Cap$13.22B
Dividend Yield1.01% ($2.57)
Next Earnings Date2/9/2023 (73d)
Implied Volatility (IV) 30d
37.69
Implied Volatility Rank (IVR) 1y
30.42
Implied Volatility Percentile (IVP) 1y
38.67
Historical Volatility (HV) 30d
63.56
IV / HV
0.59
Open Interest
2.73K
Option Volume
12.00

Data was calculated after the 11/25/2022 closing.

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