← Back to Stock / ETF implied volatility screenerL - Loews
L - Loews
Implied Volatility Analysis
Implied Volatility:
56.9%
56.9%
Put/Call-Ratio:
100.00
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 Yield | 0.44% ($0.25) |
| Next Earnings Date | 5/1/2023 (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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