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WRB - W.R. Berkley
Implied Volatility Analysis

Implied Volatility:
54.8%
Put/Call-Ratio:
2.38

W.R. Berkley has an Implied Volatility (IV) of 54.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WRB is 47 and the Implied Volatility Percentile (IVP) is 94. The current Implied Volatility Index for WRB is 1.42 standard deviations away from its 1 year mean.

Market Cap$17.49B
Dividend Yield0.39% ($0.26)
Next Earnings Date7/21/2022 (26d)
Implied Volatility (IV) 30d
54.77
Implied Volatility Rank (IVR) 1y
47.40
Implied Volatility Percentile (IVP) 1y
93.50
Historical Volatility (HV) 30d
24.20
IV / HV
2.26
Open Interest
758.00
Option Volume
27.00
Put/Call Ratio (Volume)
2.38

Data was calculated after the 6/24/2022 closing.

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