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CVX - Chevron
Implied Volatility Analysis

Implied Volatility:
43.0%
Put/Call-Ratio:
0.82

Chevron has an Implied Volatility (IV) of 43.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CVX is 69 and the Implied Volatility Percentile (IVP) is 97. The current Implied Volatility Index for CVX is 2.27 standard deviations away from its 1 year mean.

Market Cap$279.85B
Dividend Yield3.88% ($5.52)
Next Earnings Date7/29/2022 (33d)
Implied Volatility (IV) 30d
42.98
Implied Volatility Rank (IVR) 1y
69.41
Implied Volatility Percentile (IVP) 1y
96.84
Historical Volatility (HV) 30d
40.44
IV / HV
1.06
Open Interest
565.21K
Option Volume
50.00K
Put/Call Ratio (Volume)
0.82

Data was calculated after the 6/24/2022 closing.

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