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WLDN - Willdan Group
Implied Volatility Analysis

Implied Volatility:
144.3%

Willdan Group has an Implied Volatility (IV) of 144.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WLDN is 21 and the Implied Volatility Percentile (IVP) is 83. The current Implied Volatility Index for WLDN is 0.44 standard deviations away from its 1 year mean.

Market Cap$211.12M
Next Earnings Date3/9/2023 (92d)
Implied Volatility (IV) 30d
144.33
Implied Volatility Rank (IVR) 1y
20.91
Implied Volatility Percentile (IVP) 1y
82.56
Historical Volatility (HV) 30d
43.45
IV / HV
3.32
Open Interest
123.00

Data was calculated after the 12/6/2022 closing.

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