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WAB - Westinghouse Air Brake Technologies
Implied Volatility Analysis

Implied Volatility:
37.3%
Put/Call-Ratio:
0.26

Westinghouse Air Brake Technologies has an Implied Volatility (IV) of 37.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WAB is 34 and the Implied Volatility Percentile (IVP) is 60. The current Implied Volatility Index for WAB is 0.22 standard deviations away from its 1 year mean.

Market Cap$14.75B
Dividend Yield0.67% ($0.54)
Next Earnings Date7/28/2022 (32d)
Implied Volatility (IV) 30d
37.33
Implied Volatility Rank (IVR) 1y
33.96
Implied Volatility Percentile (IVP) 1y
59.72
Historical Volatility (HV) 30d
41.79
IV / HV
0.89
Open Interest
8.57K
Option Volume
321.00
Put/Call Ratio (Volume)
0.26

Data was calculated after the 6/24/2022 closing.

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