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CDW - CDW
Implied Volatility Analysis

Implied Volatility:
35.3%
Put/Call-Ratio:
0.56

CDW has an Implied Volatility (IV) of 35.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CDW is 24 and the Implied Volatility Percentile (IVP) is 33. The current Implied Volatility Index for CDW is -0.52 standard deviations away from its 1 year mean.

Market Cap$25.01B
Dividend Yield1.13% ($2.08)
Next Earnings Date2/8/2023 (62d)
Implied Volatility (IV) 30d
35.33
Implied Volatility Rank (IVR) 1y
24.33
Implied Volatility Percentile (IVP) 1y
32.99
Historical Volatility (HV) 30d
32.33
IV / HV
1.09
Open Interest
2.25K
Option Volume
39.00
Put/Call Ratio (Volume)
0.56

Data was calculated after the 12/7/2022 closing.

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