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LW - Lamb Weston Holdings
Implied Volatility Analysis

Implied Volatility:
28.5%
Put/Call-Ratio:
0.46

Lamb Weston Holdings has an Implied Volatility (IV) of 28.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for LW is 30 and the Implied Volatility Percentile (IVP) is 23. The current Implied Volatility Index for LW is -0.82 standard deviations away from its 1 year mean.

Market Cap$14.80B
Dividend Yield0.98% ($1.01)
Next Earnings Date4/6/2023 (4d) !
Next Dividend Date5/4/2023 (32d)
Implied Volatility (IV) 30d
28.51
Implied Volatility Rank (IVR) 1y
29.69
Implied Volatility Percentile (IVP) 1y
23.02
Historical Volatility (HV) 30d
17.80
IV / HV
1.60
Open Interest
23.07K
Option Volume
732.00
Put/Call Ratio (Volume)
0.46

Data was calculated after the 3/31/2023 closing.

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