← Back to Stock / ETF implied volatility screenerWBA - Walgreens Boots Alliance
WBA - Walgreens Boots Alliance
Implied Volatility Analysis
Implied Volatility:
39.1%
39.1%
Put/Call-Ratio:
0.93
0.93
Walgreens Boots Alliance has an Implied Volatility (IV) of 39.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WBA is 33 and the Implied Volatility Percentile (IVP) is 88. The current Implied Volatility Index for WBA is 0.98 standard deviations away from its 1 year mean.
| Market Cap | $31.13B |
|---|---|
| Dividend Yield | 5.22% ($1.88) |
| Next Earnings Date | 3/28/2023 (8d) ! |
| Implied Volatility (IV) 30d | 39.08 |
| Implied Volatility Rank (IVR) 1y | 32.85 |
| Implied Volatility Percentile (IVP) 1y | 88.49 |
| Historical Volatility (HV) 30d | 22.61 |
| IV / HV | 1.73 |
| Open Interest | 396.29K |
| Option Volume | 15.79K |
| Put/Call Ratio (Volume) | 0.93 |
Data was calculated after the 3/17/2023 closing.
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