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L - Loews
Implied Volatility Analysis

Implied Volatility:
69.7%

Loews has an Implied Volatility (IV) of 69.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for L is 46 and the Implied Volatility Percentile (IVP) is 96. The current Implied Volatility Index for L is 1.74 standard deviations away from its 1 year mean.

Market Cap$12.08B
Dividend Yield0.50% ($0.25)
Next Earnings Date10/31/2022 (32d)
Implied Volatility (IV) 30d
69.71
Implied Volatility Rank (IVR) 1y
45.58
Implied Volatility Percentile (IVP) 1y
95.60
Historical Volatility (HV) 30d
23.95
IV / HV
2.91
Open Interest
877.00
Option Volume
4.00

Data was calculated after the 9/28/2022 closing.

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