← Back to Stock / ETF implied volatility screenerWCC - Wesco International
WCC - Wesco International
Implied Volatility Analysis
Implied Volatility:
46.3%
46.3%
Put/Call-Ratio:
0.05
0.05
Wesco International has an Implied Volatility (IV) of 46.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WCC is 43 and the Implied Volatility Percentile (IVP) is 50. The current Implied Volatility Index for WCC is -0.05 standard deviations away from its 1 year mean.
| Market Cap | $7.71B |
|---|---|
| Dividend Yield | 0.25% ($0.38) |
| Next Earnings Date | 5/4/2023 (33d) |
| Implied Volatility (IV) 30d | 46.26 |
| Implied Volatility Rank (IVR) 1y | 43.07 |
| Implied Volatility Percentile (IVP) 1y | 49.82 |
| Historical Volatility (HV) 30d | 49.74 |
| IV / HV | 0.93 |
| Open Interest | 21.58K |
| Option Volume | 3.24K |
| Put/Call Ratio (Volume) | 0.05 |
Data was calculated after the 3/31/2023 closing.
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