← Back to Stock / ETF implied volatility screener

WRB - W.R. Berkley
Implied Volatility Analysis

Implied Volatility:
43.3%
Put/Call-Ratio:
1.25

W.R. Berkley has an Implied Volatility (IV) of 43.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WRB is 46 and the Implied Volatility Percentile (IVP) is 79. The current Implied Volatility Index for WRB is 0.57 standard deviations away from its 1 year mean.

Market Cap$17.29B
Dividend Yield0.57% ($0.37)
Next Earnings Date10/24/2022 (22d)
Implied Volatility (IV) 30d
43.27
Implied Volatility Rank (IVR) 1y
45.78
Implied Volatility Percentile (IVP) 1y
78.93
Historical Volatility (HV) 30d
24.67
IV / HV
1.75
Open Interest
880.00
Option Volume
27.00
Put/Call Ratio (Volume)
1.25

Data was calculated after the 9/30/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.