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LITE - Lumentum Holdings
Implied Volatility Analysis

Implied Volatility:
39.1%
Put/Call-Ratio:
0.38

Lumentum Holdings has an Implied Volatility (IV) of 39.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for LITE is 9 and the Implied Volatility Percentile (IVP) is 8. The current Implied Volatility Index for LITE is -1.47 standard deviations away from its 1 year mean.

Market Cap$3.77B
Next Earnings Date2/2/2023 (66d)
Implied Volatility (IV) 30d
39.08
Implied Volatility Rank (IVR) 1y
9.37
Implied Volatility Percentile (IVP) 1y
7.54
Historical Volatility (HV) 30d
67.55
IV / HV
0.58
Open Interest
25.36K
Option Volume
260.00
Put/Call Ratio (Volume)
0.38

Data was calculated after the 11/25/2022 closing.

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