← Back to Stock / ETF implied volatility screenerBWA - BorgWarner
BWA - BorgWarner
Implied Volatility Analysis
Implied Volatility:
33.6%
33.6%
Put/Call-Ratio:
0.50
0.50
BorgWarner has an Implied Volatility (IV) of 33.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BWA is 19 and the Implied Volatility Percentile (IVP) is 26. The current Implied Volatility Index for BWA is -0.71 standard deviations away from its 1 year mean.
| Market Cap | $11.09B |
|---|---|
| Dividend Yield | 1.43% ($0.68) |
| Next Earnings Date | 5/4/2023 (36d) |
| Implied Volatility (IV) 30d | 33.64 |
| Implied Volatility Rank (IVR) 1y | 19.28 |
| Implied Volatility Percentile (IVP) 1y | 25.79 |
| Historical Volatility (HV) 30d | 27.52 |
| IV / HV | 1.22 |
| Open Interest | 13.71K |
| Option Volume | 189.00 |
| Put/Call Ratio (Volume) | 0.50 |
Data was calculated after the 3/28/2023 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.