← Back to Stock / ETF implied volatility screenerL - Loews
L - Loews
Implied Volatility Analysis
Implied Volatility:
47.0%
47.0%
Put/Call-Ratio:
4.42
4.42
Loews has an Implied Volatility (IV) of 47.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for L is 36 and the Implied Volatility Percentile (IVP) is 70. The current Implied Volatility Index for L is 0.35 standard deviations away from its 1 year mean.
| Market Cap | $14.28B |
|---|---|
| Dividend Yield | 0.43% ($0.25) |
| Next Earnings Date | 8/1/2022 (37d) |
| Implied Volatility (IV) 30d | 47.01 |
| Implied Volatility Rank (IVR) 1y | 36.14 |
| Implied Volatility Percentile (IVP) 1y | 69.64 |
| Historical Volatility (HV) 30d | 27.66 |
| IV / HV | 1.70 |
| Open Interest | 1.28K |
| Option Volume | 65.00 |
| Put/Call Ratio (Volume) | 4.42 |
Data was calculated after the 6/24/2022 closing.
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