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REYN - Reynolds Consumer Products
Implied Volatility Analysis

Implied Volatility:
67.3%

Reynolds Consumer Products has an Implied Volatility (IV) of 67.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for REYN is 26 and the Implied Volatility Percentile (IVP) is 23. The current Implied Volatility Index for REYN is -0.66 standard deviations away from its 1 year mean.

Market Cap$5.60B
Dividend Yield3.40% ($0.91)
Next Earnings Date8/1/2022 (32d)
Implied Volatility (IV) 30d
67.27
Implied Volatility Rank (IVR) 1y
26.08
Implied Volatility Percentile (IVP) 1y
22.67
Historical Volatility (HV) 30d
27.71
IV / HV
2.43
Open Interest
794.00

Data was calculated after the 6/29/2022 closing.

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