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DNUT - Krispy Kreme
Implied Volatility Analysis

Implied Volatility:
45.0%
Put/Call-Ratio:
0.26

Krispy Kreme has an Implied Volatility (IV) of 45.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DNUT is 3 and the Implied Volatility Percentile (IVP) is 1. The current Implied Volatility Index for DNUT is -2.12 standard deviations away from its 1 year mean.

Market Cap$2.04B
Dividend Yield1.14% ($0.14)
Next Earnings Date11/8/2022 (49d)
Next Dividend Date10/25/2022 (35d)
Implied Volatility (IV) 30d
45.02
Implied Volatility Rank (IVR) 1y
2.51
Implied Volatility Percentile (IVP) 1y
1.20
Historical Volatility (HV) 30d
26.70
IV / HV
1.69
Open Interest
28.32K
Option Volume
534.00
Put/Call Ratio (Volume)
0.26

Data was calculated after the 9/19/2022 closing.

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