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LII - Lennox International
Implied Volatility Analysis

Implied Volatility:
46.2%
Put/Call-Ratio:
55.00

Lennox International has an Implied Volatility (IV) of 46.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for LII is 53 and the Implied Volatility Percentile (IVP) is 91. The current Implied Volatility Index for LII is 1.53 standard deviations away from its 1 year mean.

Market Cap$7.41B
Dividend Yield1.78% ($3.66)
Next Earnings Date7/28/2022 (45d)
Next Dividend Date6/29/2022 (16d)
Implied Volatility (IV) 30d
46.20
Implied Volatility Rank (IVR) 1y
52.70
Implied Volatility Percentile (IVP) 1y
91.13
Historical Volatility (HV) 30d
36.33
IV / HV
1.27
Open Interest
522.00
Option Volume
56.00
Put/Call Ratio (Volume)
55.00

Data was calculated after the 6/10/2022 closing.

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