← Back to Stock / ETF implied volatility screenerWSO - Watsco - Class A
WSO - Watsco - Class A
Implied Volatility Analysis
Implied Volatility:
33.8%
33.8%
Put/Call-Ratio:
0.11
0.11
Watsco - Class A has an Implied Volatility (IV) of 33.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WSO is 37 and the Implied Volatility Percentile (IVP) is 31. The current Implied Volatility Index for WSO is -0.34 standard deviations away from its 1 year mean.
| Market Cap | $11.88B |
|---|---|
| Dividend Yield | 2.91% ($8.93) |
| Next Earnings Date | 4/27/2023 (29d) |
| Implied Volatility (IV) 30d | 33.83 |
| Implied Volatility Rank (IVR) 1y | 37.11 |
| Implied Volatility Percentile (IVP) 1y | 30.56 |
| Historical Volatility (HV) 30d | 25.95 |
| IV / HV | 1.30 |
| Open Interest | 4.64K |
| Option Volume | 210.00 |
| Put/Call Ratio (Volume) | 0.11 |
Data was calculated after the 3/28/2023 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.