← Back to Stock / ETF implied volatility screenerWDC - Western Digital
WDC - Western Digital
Implied Volatility Analysis
Implied Volatility:
49.1%
49.1%
Put/Call-Ratio:
0.60
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 Date | 8/3/2022 (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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