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EL - Estee Lauder Cos. - Class A
Implied Volatility Analysis

Implied Volatility:
35.1%
Put/Call-Ratio:
0.31

Estee Lauder Cos. - Class A has an Implied Volatility (IV) of 35.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EL is 37 and the Implied Volatility Percentile (IVP) is 25. The current Implied Volatility Index for EL is -0.65 standard deviations away from its 1 year mean.

Market Cap$79.49B
Dividend Yield1.07% ($2.39)
Next Earnings Date2/2/2023 (66d)
Next Dividend Date11/29/2022 (1d) !
Implied Volatility (IV) 30d
35.13
Implied Volatility Rank (IVR) 1y
36.90
Implied Volatility Percentile (IVP) 1y
25.00
Historical Volatility (HV) 30d
60.98
IV / HV
0.58
Open Interest
38.59K
Option Volume
4.93K
Put/Call Ratio (Volume)
0.31

Data was calculated after the 11/25/2022 closing.

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