← Back to Stock / ETF implied volatility screener

WDAY - Workday - Class A
Implied Volatility Analysis

Implied Volatility:
47.4%
Put/Call-Ratio:
0.95

Workday - Class A has an Implied Volatility (IV) of 47.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WDAY is 40 and the Implied Volatility Percentile (IVP) is 51. The current Implied Volatility Index for WDAY is 0.10 standard deviations away from its 1 year mean.

Market Cap$30.60B
Next Earnings Date11/17/2022 (44d)
Implied Volatility (IV) 30d
47.42
Implied Volatility Rank (IVR) 1y
40.00
Implied Volatility Percentile (IVP) 1y
50.79
Historical Volatility (HV) 30d
38.47
IV / HV
1.23
Open Interest
171.04K
Option Volume
6.33K
Put/Call Ratio (Volume)
0.95

Data was calculated after the 10/3/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.