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CVX - Chevron
Implied Volatility Analysis

Implied Volatility:
40.0%
Put/Call-Ratio:
0.49

Chevron has an Implied Volatility (IV) of 40.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CVX is 59 and the Implied Volatility Percentile (IVP) is 82. The current Implied Volatility Index for CVX is 1.12 standard deviations away from its 1 year mean.

Market Cap$282.28B
Dividend Yield3.85% ($5.53)
Next Earnings Date10/28/2022 (24d)
Implied Volatility (IV) 30d
39.97
Implied Volatility Rank (IVR) 1y
59.45
Implied Volatility Percentile (IVP) 1y
82.38
Historical Volatility (HV) 30d
39.67
IV / HV
1.01
Open Interest
602.35K
Option Volume
43.30K
Put/Call Ratio (Volume)
0.49

Data was calculated after the 10/3/2022 closing.

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