← Back to Stock / ETF implied volatility screener# CALM - Cal-Maine Foods

Implied Volatility Analysis

**Implied Volatility:**

45.9%**Put/Call-Ratio:**

2.26

Implied Volatility Analysis

45.9%

2.26

**Cal-Maine Foods** has an **Implied Volatility (IV)** of **45.9%** p.a. for a constant maturity of 30 days. The **Implied Volatility Rank (IVR)** for CALM is **39** and the **Implied Volatility Percentile (IVP)** is **65**. The current Implied Volatility Index for CALM is 0.39 standard deviations away from its 1 year mean.

Market Cap | $2.68B |
---|---|

Dividend Yield | 1.44% ($0.87) |

Next Earnings Date | 9/27/2022 (2d) ! |

Implied Volatility (IV) 30d | 45.89 |

Implied Volatility Rank (IVR) 1y | 38.52 |

Implied Volatility Percentile (IVP) 1y | 65.20 |

Historical Volatility (HV) 30d | 39.47 |

IV / HV | 1.16 |

Open Interest | 20.87K |

Option Volume | 1.26K |

Put/Call Ratio (Volume) | 2.26 |

Data was calculated after the 9/23/2022 closing.

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