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WLK - Westlake Corporation
Implied Volatility Analysis

Implied Volatility:
49.8%
Put/Call-Ratio:
0.13

Westlake Corporation has an Implied Volatility (IV) of 49.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WLK is 39 and the Implied Volatility Percentile (IVP) is 82. The current Implied Volatility Index for WLK is 0.83 standard deviations away from its 1 year mean.

Market Cap$12.58B
Dividend Yield0.91% ($0.89)
Next Earnings Date8/2/2022 (31d)
Implied Volatility (IV) 30d
49.75
Implied Volatility Rank (IVR) 1y
38.68
Implied Volatility Percentile (IVP) 1y
82.37
Historical Volatility (HV) 30d
43.56
IV / HV
1.14
Open Interest
6.04K
Option Volume
81.00
Put/Call Ratio (Volume)
0.13

Data was calculated after the 7/1/2022 closing.

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