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WLK - Westlake Corporation
Implied Volatility Analysis

Implied Volatility:
42.8%
Put/Call-Ratio:
69.00

Westlake Corporation has an Implied Volatility (IV) of 42.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WLK is 20 and the Implied Volatility Percentile (IVP) is 30. The current Implied Volatility Index for WLK is -0.58 standard deviations away from its 1 year mean.

Market Cap$13.56B
Dividend Yield1.23% ($1.30)
Next Earnings Date2/21/2023 (75d)
Implied Volatility (IV) 30d
42.81
Implied Volatility Rank (IVR) 1y
20.17
Implied Volatility Percentile (IVP) 1y
30.04
Historical Volatility (HV) 30d
51.26
IV / HV
0.84
Open Interest
4.25K
Option Volume
70.00
Put/Call Ratio (Volume)
69.00

Data was calculated after the 12/7/2022 closing.

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