Caesars Entertainment has an Implied Volatility (IV) of 53.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CZR is 13 and the Implied Volatility Percentile (IVP) is 7. The current Implied Volatility Index for CZR is -1.39 standard deviations away from its 1 year mean.
Market Cap | $10.09B |
---|---|
Next Earnings Date | 5/2/2023 (30d) |
Implied Volatility (IV) 30d | 53.72 |
Implied Volatility Rank (IVR) 1y | 13.14 |
Implied Volatility Percentile (IVP) 1y | 6.75 |
Historical Volatility (HV) 30d | 49.95 |
IV / HV | 1.08 |
Open Interest | 149.02K |
Option Volume | 12.82K |
Put/Call Ratio (Volume) | 0.79 |
Data was calculated after the 3/31/2023 closing.