← Back to Stock / ETF implied volatility screenerTW - Tradeweb Markets Inc Cls A
TW - Tradeweb Markets Inc Cls A
Implied Volatility Analysis
Implied Volatility:
39.4%
39.4%
Put/Call-Ratio:
0.63
0.63
Tradeweb Markets Inc Cls A has an Implied Volatility (IV) of 39.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TW is 12 and the Implied Volatility Percentile (IVP) is 63. The current Implied Volatility Index for TW is 0.04 standard deviations away from its 1 year mean.
| Market Cap | $7.04B |
|---|---|
| Dividend Yield | 0.50% ($0.32) |
| Next Earnings Date | 2/2/2023 (58d) |
| Implied Volatility (IV) 30d | 39.40 |
| Implied Volatility Rank (IVR) 1y | 12.20 |
| Implied Volatility Percentile (IVP) 1y | 63.49 |
| Historical Volatility (HV) 30d | 27.89 |
| IV / HV | 1.41 |
| Open Interest | 6.65K |
| Option Volume | 26.00 |
| Put/Call Ratio (Volume) | 0.63 |
Data was calculated after the 12/5/2022 closing.
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