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SJM - J.M. Smucker
Implied Volatility Analysis

Implied Volatility:
29.0%
Put/Call-Ratio:
0.55

J.M. Smucker has an Implied Volatility (IV) of 29.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SJM is 43 and the Implied Volatility Percentile (IVP) is 70. The current Implied Volatility Index for SJM is 0.38 standard deviations away from its 1 year mean.

Market Cap$14.81B
Dividend Yield2.84% ($3.95)
Next Earnings Date11/22/2022 (51d)
Implied Volatility (IV) 30d
29.02
Implied Volatility Rank (IVR) 1y
43.22
Implied Volatility Percentile (IVP) 1y
69.60
Historical Volatility (HV) 30d
18.52
IV / HV
1.57
Open Interest
13.92K
Option Volume
376.00
Put/Call Ratio (Volume)
0.55

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

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