← Back to Stock / ETF implied volatility screenerLW - Lamb Weston Holdings
LW - Lamb Weston Holdings
Implied Volatility Analysis
Implied Volatility:
28.4%
28.4%
Put/Call-Ratio:
0.26
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 Yield | 1.20% ($0.97) |
| Next Earnings Date | 10/6/2022 (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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