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WDAY - Workday - Class A
Implied Volatility Analysis

Implied Volatility:
39.0%
Put/Call-Ratio:
0.42

Workday - Class A has an Implied Volatility (IV) of 39.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WDAY is 11 and the Implied Volatility Percentile (IVP) is 12. The current Implied Volatility Index for WDAY is -1.23 standard deviations away from its 1 year mean.

Market Cap$38.88B
Next Earnings Date5/25/2023 (66d)
Implied Volatility (IV) 30d
39.00
Implied Volatility Rank (IVR) 1y
10.93
Implied Volatility Percentile (IVP) 1y
11.90
Historical Volatility (HV) 30d
26.74
IV / HV
1.46
Open Interest
107.93K
Option Volume
3.65K
Put/Call Ratio (Volume)
0.42

Data was calculated after the 3/17/2023 closing.

This stock chart shows WDAY Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for WDAY Workday - Class A over a one year time horizon.
Tradingview Chart →

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