← Back to Stock / ETF implied volatility screener

WTW - Willis Towers Watson Public Limited
Implied Volatility Analysis

Implied Volatility:
25.1%
Put/Call-Ratio:
0.01

Willis Towers Watson Public Limited has an Implied Volatility (IV) of 25.1% p.a. for a constant maturity of 30 days.0 The current Implied Volatility Index for WTW is -2.06 standard deviations away from its 1 year mean.

Market Cap$23.80B
Dividend Yield1.49% ($3.23)
Next Earnings Date10/27/2022 (73d)
Implied Volatility (IV) 30d
25.10
Implied Volatility Percentile (IVP) 1y
0.67
Historical Volatility (HV) 30d
17.46
IV / HV
1.44
Open Interest
4.07K
Option Volume
446.00
Put/Call Ratio (Volume)
0.01

Data was calculated after the 8/12/2022 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.