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W - Wayfair - Class A
Implied Volatility Analysis

Implied Volatility:
116.9%
Put/Call-Ratio:
1.66

Wayfair - Class A has an Implied Volatility (IV) of 116.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for W is 84 and the Implied Volatility Percentile (IVP) is 89. The current Implied Volatility Index for W is 1.32 standard deviations away from its 1 year mean.

Market Cap$2.75B
Next Earnings Date11/3/2022 (29d)
Implied Volatility (IV) 30d
116.93
Implied Volatility Rank (IVR) 1y
83.80
Implied Volatility Percentile (IVP) 1y
88.54
Historical Volatility (HV) 30d
91.95
IV / HV
1.27
Open Interest
186.97K
Option Volume
13.47K
Put/Call Ratio (Volume)
1.66

Data was calculated after the 10/4/2022 closing.

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