← Back to Stock / ETF implied volatility screenerTW - Tradeweb Markets Inc Cls A
TW - Tradeweb Markets Inc Cls A
Implied Volatility Analysis
Implied Volatility:
31.7%
31.7%
Put/Call-Ratio:
13.84
13.84
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.
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