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VMW - Vmware - Class A
Implied Volatility Analysis

Implied Volatility:
35.0%
Put/Call-Ratio:
1.82

Vmware - Class A has an Implied Volatility (IV) of 35.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VMW is 35 and the Implied Volatility Percentile (IVP) is 51. The current Implied Volatility Index for VMW is -0.14 standard deviations away from its 1 year mean.

Market Cap$49.59B
Next Earnings Date8/25/2022 (57d)
Implied Volatility (IV) 30d
34.99
Implied Volatility Rank (IVR) 1y
35.00
Implied Volatility Percentile (IVP) 1y
50.99
Historical Volatility (HV) 30d
23.24
IV / HV
1.51
Open Interest
70.98K
Option Volume
531.00
Put/Call Ratio (Volume)
1.82

Data was calculated after the 6/28/2022 closing.

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