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TW - Tradeweb Markets Inc Cls A
Implied Volatility Analysis

Implied Volatility:
31.7%
Put/Call-Ratio:
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 Yield0.44% ($0.32)
Next Earnings Date8/3/2022 (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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