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LW - Lamb Weston Holdings
Implied Volatility Analysis

Implied Volatility:
27.4%
Put/Call-Ratio:
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 Yield1.13% ($0.98)
Next Earnings Date1/5/2023 (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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