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WCC - Wesco International
Implied Volatility Analysis

Implied Volatility:
41.8%

Wesco International has an Implied Volatility (IV) of 41.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WCC is 8 and the Implied Volatility Percentile (IVP) is 10. The current Implied Volatility Index for WCC is -1.29 standard deviations away from its 1 year mean.

Market Cap$6.41B
Next Earnings Date2/16/2023 (77d)
Implied Volatility (IV) 30d
41.81
Implied Volatility Rank (IVR) 1y
7.95
Implied Volatility Percentile (IVP) 1y
10.48
Historical Volatility (HV) 30d
66.53
IV / HV
0.63
Open Interest
10.16K
Option Volume
265.00

Data was calculated after the 11/30/2022 closing.

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