← Back to Stock / ETF implied volatility screenerLW - Lamb Weston Holdings
LW - Lamb Weston Holdings
Implied Volatility Analysis
Implied Volatility:
27.4%
27.4%
Put/Call-Ratio:
0.33
0.33
Lamb Weston Holdings has an Implied Volatility (IV) of 27.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for LW is 4 and the Implied Volatility Percentile (IVP) is 4. The current Implied Volatility Index for LW is -1.32 standard deviations away from its 1 year mean.
| Market Cap | $12.43B |
|---|---|
| Dividend Yield | 1.13% ($0.98) |
| Next Earnings Date | 1/5/2023 (38d) |
| Implied Volatility (IV) 30d | 27.44 |
| Implied Volatility Rank (IVR) 1y | 4.33 |
| Implied Volatility Percentile (IVP) 1y | 3.57 |
| Historical Volatility (HV) 30d | 22.36 |
| IV / HV | 1.23 |
| Open Interest | 23.88K |
| Option Volume | 60.00 |
| Put/Call Ratio (Volume) | 0.33 |
Data was calculated after the 11/25/2022 closing.
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