← Back to Stock / ETF implied volatility screener# ZWS - Zurn Elkay Water Solutions

Implied Volatility Analysis

**Implied Volatility:**

120.5%

Implied Volatility Analysis

120.5%

**Zurn Elkay Water Solutions** has an **Implied Volatility (IV)** of **120.5%** p.a. for a constant maturity of 30 days. The **Implied Volatility Rank (IVR)** for ZWS is **48** and the **Implied Volatility Percentile (IVP)** is **75**. The current Implied Volatility Index for ZWS is 0.72 standard deviations away from its 1 year mean.

Market Cap | $4.54B |
---|---|

Dividend Yield | 0.63% ($0.16) |

Next Earnings Date | 10/25/2022 (19d) |

Implied Volatility (IV) 30d | 120.53 |

Implied Volatility Rank (IVR) 1y | 48.02 |

Implied Volatility Percentile (IVP) 1y | 74.84 |

Historical Volatility (HV) 30d | 35.21 |

IV / HV | 3.42 |

Open Interest | 2.48K |

Option Volume | 1.00 |

Data was calculated after the 10/5/2022 closing.

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