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WLDN - Willdan Group
Implied Volatility Analysis

Implied Volatility:
96.2%

Willdan Group has an Implied Volatility (IV) of 96.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WLDN is 15 and the Implied Volatility Percentile (IVP) is 26. The current Implied Volatility Index for WLDN is -0.72 standard deviations away from its 1 year mean.

Market Cap$11.67B
Next Earnings Date8/4/2022 (35d)
Implied Volatility (IV) 30d
96.24
Implied Volatility Rank (IVR) 1y
14.75
Implied Volatility Percentile (IVP) 1y
25.91
Historical Volatility (HV) 30d
64.77
IV / HV
1.49
Open Interest
27.00

Data was calculated after the 6/29/2022 closing.

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