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WNS - WNS Holdings Limited (ADR)
Implied Volatility Analysis

Implied Volatility:
54.5%

WNS Holdings Limited (ADR) has an Implied Volatility (IV) of 54.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WNS is 29 and the Implied Volatility Percentile (IVP) is 66. The current Implied Volatility Index for WNS is 0.30 standard deviations away from its 1 year mean.

Market Cap$3.79B
Next Earnings Date10/20/2022 (21d)
Implied Volatility (IV) 30d
54.52
Implied Volatility Rank (IVR) 1y
29.26
Implied Volatility Percentile (IVP) 1y
66.05
Historical Volatility (HV) 30d
20.92
IV / HV
2.61
Open Interest
72.00
Option Volume
3.00

Data was calculated after the 9/28/2022 closing.

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