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WAB - Westinghouse Air Brake Technologies
Implied Volatility Analysis

Implied Volatility:
31.8%
Put/Call-Ratio:
0.45

Westinghouse Air Brake Technologies has an Implied Volatility (IV) of 31.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WAB is 10 and the Implied Volatility Percentile (IVP) is 15. The current Implied Volatility Index for WAB is -1.08 standard deviations away from its 1 year mean.

Market Cap$18.50B
Dividend Yield0.59% ($0.60)
Next Earnings Date2/15/2023 (70d)
Implied Volatility (IV) 30d
31.81
Implied Volatility Rank (IVR) 1y
9.69
Implied Volatility Percentile (IVP) 1y
14.90
Historical Volatility (HV) 30d
23.14
IV / HV
1.37
Open Interest
18.56K
Option Volume
346.00
Put/Call Ratio (Volume)
0.45

Data was calculated after the 12/6/2022 closing.

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