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HBB - Hamilton Beach Brands Holding Co - Class A
Implied Volatility Analysis

Implied Volatility:
91.4%

Hamilton Beach Brands Holding Co - Class A has an Implied Volatility (IV) of 91.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for HBB is 8 and the Implied Volatility Percentile (IVP) is 26. The current Implied Volatility Index for HBB is -0.54 standard deviations away from its 1 year mean.

Market Cap$116.92M
Dividend Yield3.46% ($0.40)
Next Earnings Date11/2/2022 (33d)
Implied Volatility (IV) 30d
91.37
Implied Volatility Rank (IVR) 1y
7.65
Implied Volatility Percentile (IVP) 1y
26.08
Historical Volatility (HV) 30d
34.88
IV / HV
2.62
Open Interest
411.00

Data was calculated after the 9/29/2022 closing.

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