← Back to Stock / ETF implied volatility screenerL - Loews
L - Loews
Implied Volatility Analysis
Implied Volatility:
69.7%
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 Yield | 0.50% ($0.25) |
| Next Earnings Date | 10/31/2022 (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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