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WRBY - Warby Parker - Class A
Implied Volatility Analysis

Implied Volatility:
81.4%
Put/Call-Ratio:
0.58

Warby Parker - Class A has an Implied Volatility (IV) of 81.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WRBY is 20 and the Implied Volatility Percentile (IVP) is 13. The current Implied Volatility Index for WRBY is -1.01 standard deviations away from its 1 year mean.

Market Cap$1.63B
Implied Volatility (IV) 30d
81.42
Implied Volatility Rank (IVR) 1y
20.32
Implied Volatility Percentile (IVP) 1y
12.83
Historical Volatility (HV) 30d
98.10
IV / HV
0.83
Open Interest
35.13K
Option Volume
179.00
Put/Call Ratio (Volume)
0.58

Data was calculated after the 12/1/2022 closing.

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