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CVE - Cenovus Energy
Implied Volatility Analysis

Implied Volatility:
58.4%
Put/Call-Ratio:
0.07

Cenovus Energy has an Implied Volatility (IV) of 58.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CVE is 31 and the Implied Volatility Percentile (IVP) is 52. The current Implied Volatility Index for CVE is -0.12 standard deviations away from its 1 year mean.

Market Cap$35.36B
Dividend Yield1.51% ($0.28)
Next Earnings Date2/8/2023 (62d)
Next Dividend Date12/14/2022 (6d) !
Implied Volatility (IV) 30d
58.38
Implied Volatility Rank (IVR) 1y
30.65
Implied Volatility Percentile (IVP) 1y
51.78
Historical Volatility (HV) 30d
44.87
IV / HV
1.30
Open Interest
374.99K
Option Volume
5.76K
Put/Call Ratio (Volume)
0.07

Data was calculated after the 12/7/2022 closing.

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