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HLF - Herbalife Nutrition
Implied Volatility Analysis

Implied Volatility:
71.2%
Put/Call-Ratio:
1.20

Herbalife Nutrition has an Implied Volatility (IV) of 71.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for HLF is 47 and the Implied Volatility Percentile (IVP) is 95. The current Implied Volatility Index for HLF is 1.47 standard deviations away from its 1 year mean.

Market Cap$2.31B
Next Earnings Date10/31/2022 (24d)
Implied Volatility (IV) 30d
71.22
Implied Volatility Rank (IVR) 1y
47.30
Implied Volatility Percentile (IVP) 1y
94.86
Historical Volatility (HV) 30d
47.80
IV / HV
1.49
Open Interest
61.27K
Option Volume
156.00
Put/Call Ratio (Volume)
1.20

Data was calculated after the 10/6/2022 closing.

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