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WAT - Waters
Implied Volatility Analysis

Implied Volatility:
36.3%
Put/Call-Ratio:
3.33

Waters has an Implied Volatility (IV) of 36.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WAT is 35 and the Implied Volatility Percentile (IVP) is 52. The current Implied Volatility Index for WAT is 0.05 standard deviations away from its 1 year mean.

Market Cap$19.36B
Next Earnings Date8/2/2022 (38d)
Implied Volatility (IV) 30d
36.31
Implied Volatility Rank (IVR) 1y
34.89
Implied Volatility Percentile (IVP) 1y
51.82
Historical Volatility (HV) 30d
35.53
IV / HV
1.02
Open Interest
1.54K
Option Volume
26.00
Put/Call Ratio (Volume)
3.33

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

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