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L - Loews
Implied Volatility Analysis

Implied Volatility:
56.9%
Put/Call-Ratio:
100.00

Loews has an Implied Volatility (IV) of 56.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for L is 31 and the Implied Volatility Percentile (IVP) is 76. The current Implied Volatility Index for L is 0.61 standard deviations away from its 1 year mean.

Market Cap$13.23B
Dividend Yield0.44% ($0.25)
Next Earnings Date5/1/2023 (43d)
Implied Volatility (IV) 30d
56.93
Implied Volatility Rank (IVR) 1y
30.67
Implied Volatility Percentile (IVP) 1y
76.22
Historical Volatility (HV) 30d
25.87
IV / HV
2.20
Open Interest
10.83K
Option Volume
101.00
Put/Call Ratio (Volume)
100.00

Data was calculated after the 3/17/2023 closing.

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