← Back to Stock / ETF implied volatility screener

WEN - Wendy`s Co - Class A
Implied Volatility Analysis

Implied Volatility:
35.5%
Put/Call-Ratio:
0.02

Wendy`s Co - Class A has an Implied Volatility (IV) of 35.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WEN is 40 and the Implied Volatility Percentile (IVP) is 62. The current Implied Volatility Index for WEN is 0.17 standard deviations away from its 1 year mean.

Market Cap$4.00B
Dividend Yield2.62% ($0.49)
Next Earnings Date11/9/2022 (41d)
Implied Volatility (IV) 30d
35.54
Implied Volatility Rank (IVR) 1y
39.64
Implied Volatility Percentile (IVP) 1y
62.20
Historical Volatility (HV) 30d
26.63
IV / HV
1.33
Open Interest
82.04K
Option Volume
2.01K
Put/Call Ratio (Volume)
0.02

Data was calculated after the 9/28/2022 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.