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WW - WW International
Implied Volatility Analysis

Implied Volatility:
110.0%
Put/Call-Ratio:
0.26

WW International has an Implied Volatility (IV) of 110.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WW is 55 and the Implied Volatility Percentile (IVP) is 98. The current Implied Volatility Index for WW is 2.26 standard deviations away from its 1 year mean.

Market Cap$285.05M
Next Earnings Date11/3/2022 (35d)
Implied Volatility (IV) 30d
109.98
Implied Volatility Rank (IVR) 1y
55.16
Implied Volatility Percentile (IVP) 1y
98.42
Historical Volatility (HV) 30d
70.02
IV / HV
1.57
Open Interest
30.62K
Option Volume
556.00
Put/Call Ratio (Volume)
0.26

Data was calculated after the 9/28/2022 closing.

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