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WDC - Western Digital
Implied Volatility Analysis

Implied Volatility:
49.1%
Put/Call-Ratio:
0.60

Western Digital has an Implied Volatility (IV) of 49.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WDC is 33 and the Implied Volatility Percentile (IVP) is 41. The current Implied Volatility Index for WDC is -0.17 standard deviations away from its 1 year mean.

Market Cap$14.38B
Next Earnings Date8/3/2022 (39d)
Implied Volatility (IV) 30d
49.12
Implied Volatility Rank (IVR) 1y
33.04
Implied Volatility Percentile (IVP) 1y
40.90
Historical Volatility (HV) 30d
47.66
IV / HV
1.03
Open Interest
322.38K
Option Volume
11.82K
Put/Call Ratio (Volume)
0.60

Data was calculated after the 6/24/2022 closing.

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