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NWL - Newell Brands
Implied Volatility Analysis

Implied Volatility:
50.0%
Put/Call-Ratio:
0.17

Newell Brands has an Implied Volatility (IV) of 50.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NWL is 65 and the Implied Volatility Percentile (IVP) is 92. The current Implied Volatility Index for NWL is 1.41 standard deviations away from its 1 year mean.

Market Cap$5.78B
Dividend Yield6.48% ($0.90)
Next Earnings Date10/28/2022 (27d)
Implied Volatility (IV) 30d
50.00
Implied Volatility Rank (IVR) 1y
64.64
Implied Volatility Percentile (IVP) 1y
91.60
Historical Volatility (HV) 30d
35.47
IV / HV
1.41
Open Interest
60.31K
Option Volume
864.00
Put/Call Ratio (Volume)
0.17

Data was calculated after the 9/30/2022 closing.

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