← Back to Stock / ETF implied volatility screenerWLK - Westlake Corporation
WLK - Westlake Corporation
Implied Volatility Analysis
Implied Volatility:
43.2%
43.2%
Put/Call-Ratio:
0.13
0.13
Westlake Corporation has an Implied Volatility (IV) of 43.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WLK is 32 and the Implied Volatility Percentile (IVP) is 55. The current Implied Volatility Index for WLK is 0.00 standard deviations away from its 1 year mean.
| Market Cap | $14.09B |
|---|---|
| Dividend Yield | 1.23% ($1.36) |
| Next Earnings Date | 5/2/2023 (34d) |
| Implied Volatility (IV) 30d | 43.19 |
| Implied Volatility Rank (IVR) 1y | 31.99 |
| Implied Volatility Percentile (IVP) 1y | 55.44 |
| Historical Volatility (HV) 30d | 34.65 |
| IV / HV | 1.25 |
| Open Interest | 2.02K |
| Option Volume | 34.00 |
| Put/Call Ratio (Volume) | 0.13 |
Data was calculated after the 3/28/2023 closing.
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