← Back to Stock / ETF implied volatility screenerWH - Wyndham Hotels & Resorts
WH - Wyndham Hotels & Resorts
Implied Volatility Analysis
Implied Volatility:
37.4%
37.4%
Put/Call-Ratio:
1.89
1.89
Wyndham Hotels & Resorts has an Implied Volatility (IV) of 37.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WH is 11 and the Implied Volatility Percentile (IVP) is 30. The current Implied Volatility Index for WH is -0.55 standard deviations away from its 1 year mean.
| Market Cap | $6.76B |
|---|---|
| Dividend Yield | 1.62% ($1.27) |
| Next Earnings Date | 4/25/2023 (37d) |
| Implied Volatility (IV) 30d | 37.40 |
| Implied Volatility Rank (IVR) 1y | 11.25 |
| Implied Volatility Percentile (IVP) 1y | 29.76 |
| Historical Volatility (HV) 30d | 29.11 |
| IV / HV | 1.28 |
| Open Interest | 4.01K |
| Option Volume | 101.00 |
| Put/Call Ratio (Volume) | 1.89 |
Data was calculated after the 3/17/2023 closing.
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