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.
|Dividend Yield||0.98% ($1.01)|
|Next Earnings Date||4/6/2023 (4d) !|
|Next Dividend Date||5/4/2023 (32d)|
|Implied Volatility (IV) 30d|
|Implied Volatility Rank (IVR) 1y|
|Implied Volatility Percentile (IVP) 1y|
|Historical Volatility (HV) 30d|
|IV / HV|
|Put/Call Ratio (Volume)|
Data was calculated after the 3/31/2023 closing.