← Back to Stock / ETF implied volatility screener

WSO - Watsco - Class A
Implied Volatility Analysis

Implied Volatility:
37.9%
Put/Call-Ratio:
2.63

Watsco - Class A has an Implied Volatility (IV) of 37.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WSO is 38 and the Implied Volatility Percentile (IVP) is 68. The current Implied Volatility Index for WSO is 0.36 standard deviations away from its 1 year mean.

Market Cap$9.96B
Dividend Yield3.33% ($8.44)
Next Earnings Date2/9/2023 (63d)
Implied Volatility (IV) 30d
37.86
Implied Volatility Rank (IVR) 1y
37.60
Implied Volatility Percentile (IVP) 1y
67.98
Historical Volatility (HV) 30d
43.24
IV / HV
0.88
Open Interest
1.51K
Option Volume
29.00
Put/Call Ratio (Volume)
2.63

Data was calculated after the 12/7/2022 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.