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CZR - Caesars Entertainment
Implied Volatility Analysis

Implied Volatility:
78.3%
Put/Call-Ratio:
0.68

Caesars Entertainment has an Implied Volatility (IV) of 78.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CZR is 81 and the Implied Volatility Percentile (IVP) is 97. The current Implied Volatility Index for CZR is 2.02 standard deviations away from its 1 year mean.

Market Cap$8.57B
Next Earnings Date8/2/2022 (39d)
Implied Volatility (IV) 30d
78.35
Implied Volatility Rank (IVR) 1y
80.77
Implied Volatility Percentile (IVP) 1y
96.84
Historical Volatility (HV) 30d
89.19
IV / HV
0.88
Open Interest
163.40K
Option Volume
6.30K
Put/Call Ratio (Volume)
0.68

Data was calculated after the 6/23/2022 closing.

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