← Back to Stock / ETF implied volatility screener

WSBC - Wesbanco
Implied Volatility Analysis

Implied Volatility:
115.8%

Wesbanco has an Implied Volatility (IV) of 115.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WSBC is 38 and the Implied Volatility Percentile (IVP) is 90. The current Implied Volatility Index for WSBC is 1.12 standard deviations away from its 1 year mean.

Market Cap$2.07B
Dividend Yield3.88% ($1.33)
Next Earnings Date10/25/2022 (25d)
Implied Volatility (IV) 30d
115.75
Implied Volatility Rank (IVR) 1y
37.93
Implied Volatility Percentile (IVP) 1y
90.40
Historical Volatility (HV) 30d
21.33
IV / HV
5.43
Open Interest
142.00

Data was calculated after the 9/29/2022 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.