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PWP - Perella Weinberg Partners - Class A
Implied Volatility Analysis

Implied Volatility:
265.3%

Perella Weinberg Partners - Class A has an Implied Volatility (IV) of 265.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for PWP is 15 and the Implied Volatility Percentile (IVP) is 55. The current Implied Volatility Index for PWP is -0.15 standard deviations away from its 1 year mean.

Market Cap$276.31M
Dividend Yield4.07% ($0.28)
Next Earnings Date11/3/2022 (34d)
Implied Volatility (IV) 30d
265.29
Implied Volatility Rank (IVR) 1y
14.86
Implied Volatility Percentile (IVP) 1y
55.39
Historical Volatility (HV) 30d
43.89
IV / HV
6.04
Open Interest
1.38K
Option Volume
2.00

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

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