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WMK - Weis Markets
Implied Volatility Analysis

Implied Volatility:
63.3%

Weis Markets has an Implied Volatility (IV) of 63.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WMK is 27 and the Implied Volatility Percentile (IVP) is 63. The current Implied Volatility Index for WMK is 0.21 standard deviations away from its 1 year mean.

Market Cap$2.00B
Dividend Yield1.71% ($1.27)
Next Earnings Date10/31/2022 (39d)
Implied Volatility (IV) 30d
63.27
Implied Volatility Rank (IVR) 1y
27.21
Implied Volatility Percentile (IVP) 1y
62.89
Historical Volatility (HV) 30d
26.81
IV / HV
2.36
Open Interest
240.00

Data was calculated after the 9/21/2022 closing.

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