← Back to Stock / ETF implied volatility screener

SJM - J.M. Smucker
Implied Volatility Analysis

Implied Volatility:
27.0%
Put/Call-Ratio:
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 Yield3.21% ($3.92)
Next Earnings Date8/25/2022 (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.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.