← Back to Stock / ETF implied volatility screener

TREE - LendingTree
Implied Volatility Analysis

Implied Volatility:
109.2%
Put/Call-Ratio:
2.50

LendingTree has an Implied Volatility (IV) of 109.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TREE is 37 and the Implied Volatility Percentile (IVP) is 88. The current Implied Volatility Index for TREE is 1.12 standard deviations away from its 1 year mean.

Market Cap$388.57M
Next Earnings Date10/27/2022 (35d)
Implied Volatility (IV) 30d
109.22
Implied Volatility Rank (IVR) 1y
36.96
Implied Volatility Percentile (IVP) 1y
88.40
Historical Volatility (HV) 30d
73.83
IV / HV
1.48
Open Interest
12.09K
Option Volume
35.00
Put/Call Ratio (Volume)
2.50

Data was calculated after the 9/21/2022 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.