← Back to Stock / ETF implied volatility screener

FARM - Farmer Bros.
Implied Volatility Analysis

Implied Volatility:
343.8%

Farmer Bros. has an Implied Volatility (IV) of 343.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FARM is 32 and the Implied Volatility Percentile (IVP) is 68. The current Implied Volatility Index for FARM is 0.17 standard deviations away from its 1 year mean.

Market Cap$109.06M
Next Earnings Date2/2/2023 (63d)
Implied Volatility (IV) 30d
343.78
Implied Volatility Rank (IVR) 1y
31.57
Implied Volatility Percentile (IVP) 1y
68.21
Historical Volatility (HV) 30d
108.46
IV / HV
3.17
Open Interest
956.00
Option Volume
20.00

Data was calculated after the 11/30/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.