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VMW - Vmware - Class A
Implied Volatility Analysis

Implied Volatility:
34.4%
Put/Call-Ratio:
84.61

Vmware - Class A has an Implied Volatility (IV) of 34.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VMW is 34 and the Implied Volatility Percentile (IVP) is 55. The current Implied Volatility Index for VMW is -0.16 standard deviations away from its 1 year mean.

Market Cap$50.46B
Next Earnings Date3/2/2023 (84d)
Implied Volatility (IV) 30d
34.38
Implied Volatility Rank (IVR) 1y
33.58
Implied Volatility Percentile (IVP) 1y
54.80
Historical Volatility (HV) 30d
19.77
IV / HV
1.74
Open Interest
67.61K
Option Volume
10.27K
Put/Call Ratio (Volume)
84.61

Data was calculated after the 12/7/2022 closing.

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