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LESL - Leslies
Implied Volatility Analysis

Implied Volatility:
53.2%
Put/Call-Ratio:
6.08

Leslies has an Implied Volatility (IV) of 53.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for LESL is 10 and the Implied Volatility Percentile (IVP) is 8. The current Implied Volatility Index for LESL is -1.08 standard deviations away from its 1 year mean.

Market Cap$2.67B
Implied Volatility (IV) 30d
53.23
Implied Volatility Rank (IVR) 1y
9.53
Implied Volatility Percentile (IVP) 1y
7.91
Historical Volatility (HV) 30d
60.11
IV / HV
0.89
Open Interest
13.75K
Option Volume
92.00
Put/Call Ratio (Volume)
6.08

Data was calculated after the 12/1/2022 closing.

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