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THS - Treehouse Foods
Implied Volatility Analysis

Implied Volatility:
65.5%

Treehouse Foods has an Implied Volatility (IV) of 65.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for THS is 29 and the Implied Volatility Percentile (IVP) is 76. The current Implied Volatility Index for THS is 0.48 standard deviations away from its 1 year mean.

Market Cap$2.36B
Next Earnings Date11/7/2022 (38d)
Implied Volatility (IV) 30d
65.49
Implied Volatility Rank (IVR) 1y
28.64
Implied Volatility Percentile (IVP) 1y
75.60
Historical Volatility (HV) 30d
41.90
IV / HV
1.56
Open Interest
2.32K
Option Volume
19.00

Data was calculated after the 9/29/2022 closing.

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