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CZR - Caesars Entertainment
Implied Volatility Analysis

Implied Volatility:
60.9%
Put/Call-Ratio:
0.70

Caesars Entertainment has an Implied Volatility (IV) of 60.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CZR is 32 and the Implied Volatility Percentile (IVP) is 19. The current Implied Volatility Index for CZR is -0.79 standard deviations away from its 1 year mean.

Market Cap$10.55B
Next Earnings Date2/21/2023 (85d)
Implied Volatility (IV) 30d
60.88
Implied Volatility Rank (IVR) 1y
31.51
Implied Volatility Percentile (IVP) 1y
18.68
Historical Volatility (HV) 30d
72.39
IV / HV
0.84
Open Interest
264.05K
Option Volume
12.20K
Put/Call Ratio (Volume)
0.70

Data was calculated after the 11/25/2022 closing.

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