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ZWS - Zurn Elkay Water Solutions
Implied Volatility Analysis

Implied Volatility:
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 Yield0.63% ($0.16)
Next Earnings Date10/25/2022 (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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