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WBA - Walgreens Boots Alliance
Implied Volatility Analysis

Implied Volatility:
27.4%
Put/Call-Ratio:
0.96

Walgreens Boots Alliance has an Implied Volatility (IV) of 27.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WBA is 9 and the Implied Volatility Percentile (IVP) is 6. The current Implied Volatility Index for WBA is -1.16 standard deviations away from its 1 year mean.

Market Cap$36.11B
Dividend Yield4.51% ($1.88)
Next Earnings Date1/5/2023 (38d)
Implied Volatility (IV) 30d
27.43
Implied Volatility Rank (IVR) 1y
9.13
Implied Volatility Percentile (IVP) 1y
5.72
Historical Volatility (HV) 30d
37.95
IV / HV
0.72
Open Interest
385.97K
Option Volume
12.32K
Put/Call Ratio (Volume)
0.96

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

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