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JWN - Nordstrom
Implied Volatility Analysis

Implied Volatility:
63.7%
Put/Call-Ratio:
0.91

Nordstrom has an Implied Volatility (IV) of 63.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for JWN is 16 and the Implied Volatility Percentile (IVP) is 45. The current Implied Volatility Index for JWN is -0.44 standard deviations away from its 1 year mean.

Market Cap$2.92B
Dividend Yield3.07% ($0.56)
Next Earnings Date11/22/2022 (57d)
Implied Volatility (IV) 30d
63.70
Implied Volatility Rank (IVR) 1y
16.34
Implied Volatility Percentile (IVP) 1y
45.06
Historical Volatility (HV) 30d
47.77
IV / HV
1.33
Open Interest
197.90K
Option Volume
30.57K
Put/Call Ratio (Volume)
0.91

Data was calculated after the 9/23/2022 closing.

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