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WABC - Westamerica Bancorporation
Implied Volatility Analysis

Implied Volatility:
67.8%

Westamerica Bancorporation has an Implied Volatility (IV) of 67.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WABC is 24 and the Implied Volatility Percentile (IVP) is 69. The current Implied Volatility Index for WABC is 0.30 standard deviations away from its 1 year mean.

Market Cap$1.48B
Dividend Yield3.02% ($1.66)
Next Earnings Date10/20/2022 (22d)
Implied Volatility (IV) 30d
67.75
Implied Volatility Rank (IVR) 1y
23.59
Implied Volatility Percentile (IVP) 1y
69.11
Historical Volatility (HV) 30d
16.40
IV / HV
4.13
Open Interest
168.00
Option Volume
10.00

Data was calculated after the 9/27/2022 closing.

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