← Back to Stock / ETF implied volatility screener# WWD - Woodward

Implied Volatility Analysis

**Implied Volatility:**

43.9%

Implied Volatility Analysis

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 Yield | 0.77% ($0.76) |

Next Earnings Date | 1/30/2023 (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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