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WCC - Wesco International
Implied Volatility Analysis

Implied Volatility:
37.4%
Put/Call-Ratio:
0.17

Wesco International has an Implied Volatility (IV) of 37.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WCC is 3 and the Implied Volatility Percentile (IVP) is 3. The current Implied Volatility Index for WCC is -1.50 standard deviations away from its 1 year mean.

Market Cap$6.97B
Next Earnings Date11/3/2022 (81d)
Implied Volatility (IV) 30d
37.41
Implied Volatility Rank (IVR) 1y
3.25
Implied Volatility Percentile (IVP) 1y
3.20
Historical Volatility (HV) 30d
29.56
IV / HV
1.27
Open Interest
20.40K
Option Volume
543.00
Put/Call Ratio (Volume)
0.17

Data was calculated after the 8/12/2022 closing.

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