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WAL - Western Alliance Bancorp
Implied Volatility Analysis

Implied Volatility:
48.0%
Put/Call-Ratio:
5.32

Western Alliance Bancorp has an Implied Volatility (IV) of 48.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WAL is 16 and the Implied Volatility Percentile (IVP) is 29. The current Implied Volatility Index for WAL is -0.72 standard deviations away from its 1 year mean.

Market Cap$7.55B
Dividend Yield2.03% ($1.41)
Next Earnings Date1/26/2023 (59d)
Implied Volatility (IV) 30d
47.98
Implied Volatility Rank (IVR) 1y
15.86
Implied Volatility Percentile (IVP) 1y
28.57
Historical Volatility (HV) 30d
53.88
IV / HV
0.89
Open Interest
5.42K
Option Volume
139.00
Put/Call Ratio (Volume)
5.32

Data was calculated after the 11/25/2022 closing.

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