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FCX - Freeport-McMoRan
Implied Volatility Analysis

Implied Volatility:
52.5%
Put/Call-Ratio:
1.09

Freeport-McMoRan has an Implied Volatility (IV) of 52.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FCX is 37 and the Implied Volatility Percentile (IVP) is 38. The current Implied Volatility Index for FCX is -0.49 standard deviations away from its 1 year mean.

Market Cap$53.10B
Dividend Yield1.01% ($0.37)
Next Earnings Date1/26/2023 (58d)
Implied Volatility (IV) 30d
52.45
Implied Volatility Rank (IVR) 1y
37.45
Implied Volatility Percentile (IVP) 1y
37.70
Historical Volatility (HV) 30d
62.88
IV / HV
0.83
Open Interest
1.19M
Option Volume
43.39K
Put/Call Ratio (Volume)
1.09

Data was calculated after the 11/28/2022 closing.

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