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

Implied Volatility:
37.9%
Put/Call-Ratio:
1.31

Estee Lauder Cos. - Class A has an Implied Volatility (IV) of 37.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EL is 55 and the Implied Volatility Percentile (IVP) is 58. The current Implied Volatility Index for EL is 0.38 standard deviations away from its 1 year mean.

Market Cap$97.76B
Dividend Yield0.86% ($2.32)
Next Earnings Date8/18/2022 (3d) !
Implied Volatility (IV) 30d
37.90
Implied Volatility Rank (IVR) 1y
55.36
Implied Volatility Percentile (IVP) 1y
58.40
Historical Volatility (HV) 30d
28.64
IV / HV
1.32
Open Interest
36.29K
Option Volume
1.17K
Put/Call Ratio (Volume)
1.31

Data was calculated after the 8/12/2022 closing.

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