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WWD - Woodward
Implied Volatility Analysis

Implied Volatility:
43.9%

Woodward has an Implied Volatility (IV) of 43.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WWD is 15 and the Implied Volatility Percentile (IVP) is 26. The current Implied Volatility Index for WWD is -0.62 standard deviations away from its 1 year mean.

Market Cap$5.88B
Dividend Yield0.77% ($0.76)
Next Earnings Date1/30/2023 (63d)
Implied Volatility (IV) 30d
43.92
Implied Volatility Rank (IVR) 1y
14.92
Implied Volatility Percentile (IVP) 1y
25.94
Historical Volatility (HV) 30d
28.59
IV / HV
1.54
Open Interest
645.00
Option Volume
50.00

Data was calculated after the 11/25/2022 closing.

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