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HD - Home Depot
Implied Volatility Analysis

Implied Volatility:
36.2%
Put/Call-Ratio:
0.90

Home Depot has an Implied Volatility (IV) of 36.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for HD is 58 and the Implied Volatility Percentile (IVP) is 87. The current Implied Volatility Index for HD is 1.09 standard deviations away from its 1 year mean.

Market Cap$288.89B
Dividend Yield2.58% ($7.28)
Next Earnings Date11/15/2022 (46d)
Implied Volatility (IV) 30d
36.17
Implied Volatility Rank (IVR) 1y
58.30
Implied Volatility Percentile (IVP) 1y
86.53
Historical Volatility (HV) 30d
35.28
IV / HV
1.03
Open Interest
330.62K
Option Volume
42.37K
Put/Call Ratio (Volume)
0.90

Data was calculated after the 9/29/2022 closing.

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