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LW - Lamb Weston Holdings
Implied Volatility Analysis

Implied Volatility:
28.4%
Put/Call-Ratio:
0.26

Lamb Weston Holdings has an Implied Volatility (IV) of 28.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for LW is 5 and the Implied Volatility Percentile (IVP) is 4. The current Implied Volatility Index for LW is -1.35 standard deviations away from its 1 year mean.

Market Cap$11.54B
Dividend Yield1.20% ($0.97)
Next Earnings Date10/6/2022 (53d)
Implied Volatility (IV) 30d
28.40
Implied Volatility Rank (IVR) 1y
5.12
Implied Volatility Percentile (IVP) 1y
4.40
Historical Volatility (HV) 30d
20.17
IV / HV
1.41
Open Interest
17.81K
Option Volume
49.00
Put/Call Ratio (Volume)
0.26

Data was calculated after the 8/12/2022 closing.

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