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WSC - WillScot Mobile Mini Holdings
Implied Volatility Analysis

Implied Volatility:
52.1%
Put/Call-Ratio:
10.38

WillScot Mobile Mini Holdings has an Implied Volatility (IV) of 52.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WSC is 18 and the Implied Volatility Percentile (IVP) is 51. The current Implied Volatility Index for WSC is -0.19 standard deviations away from its 1 year mean.

Market Cap$7.66B
Next Earnings Date8/4/2022 (36d)
Implied Volatility (IV) 30d
52.11
Implied Volatility Rank (IVR) 1y
18.38
Implied Volatility Percentile (IVP) 1y
50.91
Historical Volatility (HV) 30d
48.68
IV / HV
1.07
Open Interest
13.39K
Option Volume
91.00
Put/Call Ratio (Volume)
10.38

Data was calculated after the 6/28/2022 closing.

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