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HD - Home Depot
Implied Volatility Analysis

Implied Volatility:
33.7%
Put/Call-Ratio:
0.70

Home Depot has an Implied Volatility (IV) of 33.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for HD is 50 and the Implied Volatility Percentile (IVP) is 81. The current Implied Volatility Index for HD is 0.98 standard deviations away from its 1 year mean.

Market Cap$276.45B
Dividend Yield2.62% ($7.04)
Next Earnings Date8/16/2022 (53d)
Implied Volatility (IV) 30d
33.70
Implied Volatility Rank (IVR) 1y
50.35
Implied Volatility Percentile (IVP) 1y
81.42
Historical Volatility (HV) 30d
28.61
IV / HV
1.18
Open Interest
222.14K
Option Volume
19.22K
Put/Call Ratio (Volume)
0.70

Data was calculated after the 6/23/2022 closing.

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