← Back to Stock / ETF implied volatility screenerSJM - J.M. Smucker
SJM - J.M. Smucker
Implied Volatility Analysis
Implied Volatility:
27.0%
27.0%
Put/Call-Ratio:
2.47
2.47
J.M. Smucker has an Implied Volatility (IV) of 27.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SJM is 35 and the Implied Volatility Percentile (IVP) is 62. The current Implied Volatility Index for SJM is 0.12 standard deviations away from its 1 year mean.
| Market Cap | $13.26B |
|---|---|
| Dividend Yield | 3.21% ($3.92) |
| Next Earnings Date | 8/25/2022 (64d) |
| Implied Volatility (IV) 30d | 27.01 |
| Implied Volatility Rank (IVR) 1y | 35.36 |
| Implied Volatility Percentile (IVP) 1y | 61.94 |
| Historical Volatility (HV) 30d | 27.66 |
| IV / HV | 0.98 |
| Open Interest | 9.63K |
| Option Volume | 1.62K |
| Put/Call Ratio (Volume) | 2.47 |
Data was calculated after the 6/21/2022 closing.
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