← Back to Stock / ETF implied volatility screenerWTW - Willis Towers Watson Public Limited
WTW - Willis Towers Watson Public Limited
Implied Volatility Analysis
Implied Volatility:
29.4%
29.4%
Put/Call-Ratio:
0.37
0.37
Willis Towers Watson Public Limited has an Implied Volatility (IV) of 29.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WTW is 34 and the Implied Volatility Percentile (IVP) is 48. The current Implied Volatility Index for WTW is -0.23 standard deviations away from its 1 year mean.
| Market Cap | $24.41B |
|---|---|
| Dividend Yield | 1.43% ($3.28) |
| Next Earnings Date | 4/27/2023 (26d) |
| Implied Volatility (IV) 30d | 29.38 |
| Implied Volatility Rank (IVR) 1y | 33.99 |
| Implied Volatility Percentile (IVP) 1y | 47.62 |
| Historical Volatility (HV) 30d | 26.17 |
| IV / HV | 1.12 |
| Open Interest | 3.81K |
| Option Volume | 41.00 |
| Put/Call Ratio (Volume) | 0.37 |
Data was calculated after the 3/31/2023 closing.
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