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HD - Home Depot
Implied Volatility Analysis

Implied Volatility:
28.4%
Put/Call-Ratio:
0.48

Home Depot has an Implied Volatility (IV) of 28.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for HD is 19 and the Implied Volatility Percentile (IVP) is 23. The current Implied Volatility Index for HD is -0.73 standard deviations away from its 1 year mean.

Market Cap$305.53B
Dividend Yield2.52% ($7.53)
Next Earnings Date5/16/2023 (57d)
Implied Volatility (IV) 30d
28.39
Implied Volatility Rank (IVR) 1y
18.52
Implied Volatility Percentile (IVP) 1y
23.02
Historical Volatility (HV) 30d
29.07
IV / HV
0.98
Open Interest
400.26K
Option Volume
53.51K
Put/Call Ratio (Volume)
0.48

Data was calculated after the 3/17/2023 closing.

This stock chart shows HD Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for HD Home Depot over a one year time horizon.
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