← Back to Stock / ETF implied volatility screenerWAL - Western Alliance Bancorp
WAL - Western Alliance Bancorp
Implied Volatility Analysis
Implied Volatility:
104.7%
104.7%
Put/Call-Ratio:
0.55
0.55
Western Alliance Bancorp has an Implied Volatility (IV) of 104.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WAL is 23 and the Implied Volatility Percentile (IVP) is 94. The current Implied Volatility Index for WAL is 1.38 standard deviations away from its 1 year mean.
| Market Cap | $3.94B |
|---|---|
| Dividend Yield | 3.95% ($1.42) |
| Next Earnings Date | 4/20/2023 (18d) |
| Implied Volatility (IV) 30d | 104.65 |
| Implied Volatility Rank (IVR) 1y | 23.47 |
| Implied Volatility Percentile (IVP) 1y | 94.44 |
| Historical Volatility (HV) 30d | 253.31 |
| IV / HV | 0.41 |
| Open Interest | 146.86K |
| Option Volume | 17.54K |
| Put/Call Ratio (Volume) | 0.55 |
Data was calculated after the 3/31/2023 closing.
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