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EMN - Eastman Chemical
Implied Volatility Analysis

Implied Volatility:
42.4%
Put/Call-Ratio:
2.39

Eastman Chemical has an Implied Volatility (IV) of 42.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EMN is 46 and the Implied Volatility Percentile (IVP) is 92. The current Implied Volatility Index for EMN is 1.34 standard deviations away from its 1 year mean.

Market Cap$8.70B
Dividend Yield4.24% ($3.00)
Next Earnings Date10/27/2022 (28d)
Implied Volatility (IV) 30d
42.40
Implied Volatility Rank (IVR) 1y
46.47
Implied Volatility Percentile (IVP) 1y
92.40
Historical Volatility (HV) 30d
46.18
IV / HV
0.92
Open Interest
9.76K
Option Volume
1.74K
Put/Call Ratio (Volume)
2.39

Data was calculated after the 9/28/2022 closing.

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