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WMB - Williams Cos
Implied Volatility Analysis

Implied Volatility:
28.7%
Put/Call-Ratio:
0.02

Williams Cos has an Implied Volatility (IV) of 28.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WMB is 28 and the Implied Volatility Percentile (IVP) is 20. The current Implied Volatility Index for WMB is -0.85 standard deviations away from its 1 year mean.

Market Cap$40.78B
Dividend Yield4.94% ($1.65)
Next Earnings Date2/23/2023 (77d)
Next Dividend Date12/8/2022 (0d) !
Implied Volatility (IV) 30d
28.73
Implied Volatility Rank (IVR) 1y
28.22
Implied Volatility Percentile (IVP) 1y
20.16
Historical Volatility (HV) 30d
27.42
IV / HV
1.05
Open Interest
144.17K
Option Volume
28.83K
Put/Call Ratio (Volume)
0.02

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

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