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L - Loews
Implied Volatility Analysis

Implied Volatility:
47.0%
Put/Call-Ratio:
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 Yield0.43% ($0.25)
Next Earnings Date8/1/2022 (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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