Tradeweb Markets Inc Cls A has an Implied Volatility (IV) of 31.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TW is 16 and the Implied Volatility Percentile (IVP) is 40. The current Implied Volatility Index for TW is -0.44 standard deviations away from its 1 year mean.
Market Cap | $7.83B |
---|---|
Dividend Yield | 0.44% ($0.32) |
Next Earnings Date | 8/3/2022 (38d) |
Implied Volatility (IV) 30d | 31.69 |
Implied Volatility Rank (IVR) 1y | 16.32 |
Implied Volatility Percentile (IVP) 1y | 40.08 |
Historical Volatility (HV) 30d | 27.66 |
IV / HV | 1.15 |
Open Interest | 11.86K |
Option Volume | 549.00 |
Put/Call Ratio (Volume) | 13.84 |
Data was calculated after the 6/24/2022 closing.