← Back to Stock / ETF implied volatility screenerLW - Lamb Weston Holdings
LW - Lamb Weston Holdings
Implied Volatility Analysis
Implied Volatility:
28.5%
28.5%
Put/Call-Ratio:
0.46
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 Yield | 0.98% ($1.01) |
| Next Earnings Date | 4/6/2023 (4d) ! |
| Next Dividend Date | 5/4/2023 (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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