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WWD - Woodward
Implied Volatility Analysis

Implied Volatility:
46.0%

Woodward has an Implied Volatility (IV) of 46.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WWD is 46 and the Implied Volatility Percentile (IVP) is 60. The current Implied Volatility Index for WWD is 0.27 standard deviations away from its 1 year mean.

Market Cap$5.88B
Dividend Yield0.80% ($0.79)
Next Earnings Date5/1/2023 (30d)
Implied Volatility (IV) 30d
46.02
Implied Volatility Rank (IVR) 1y
45.54
Implied Volatility Percentile (IVP) 1y
60.32
Historical Volatility (HV) 30d
30.45
IV / HV
1.51
Open Interest
2.36K

Data was calculated after the 3/31/2023 closing.

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