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FL - Foot Locker
Implied Volatility Analysis

Implied Volatility:
51.5%
Put/Call-Ratio:
0.98

Foot Locker has an Implied Volatility (IV) of 51.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FL is 23 and the Implied Volatility Percentile (IVP) is 51. The current Implied Volatility Index for FL is -0.17 standard deviations away from its 1 year mean.

Market Cap$3.36B
Dividend Yield3.82% ($1.37)
Next Earnings Date11/18/2022 (55d)
Next Dividend Date10/13/2022 (19d)
Implied Volatility (IV) 30d
51.53
Implied Volatility Rank (IVR) 1y
23.43
Implied Volatility Percentile (IVP) 1y
50.59
Historical Volatility (HV) 30d
42.00
IV / HV
1.23
Open Interest
89.77K
Option Volume
5.60K
Put/Call Ratio (Volume)
0.98

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

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