← Back to Stock / ETF implied volatility screener

CZR - Caesars Entertainment
Implied Volatility Analysis

Implied Volatility:
53.7%
Put/Call-Ratio:
0.79

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 Date5/2/2023 (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.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.