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.