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M - Macy`s
Implied Volatility Analysis

Implied Volatility:
64.3%
Put/Call-Ratio:
0.93

Macy`s has an Implied Volatility (IV) of 64.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for M is 21 and the Implied Volatility Percentile (IVP) is 41. The current Implied Volatility Index for M is -0.44 standard deviations away from its 1 year mean.

Market Cap$4.29B
Dividend Yield3.89% ($0.61)
Next Earnings Date11/17/2022 (49d)
Implied Volatility (IV) 30d
64.32
Implied Volatility Rank (IVR) 1y
20.63
Implied Volatility Percentile (IVP) 1y
41.11
Historical Volatility (HV) 30d
43.97
IV / HV
1.46
Open Interest
354.84K
Option Volume
19.59K
Put/Call Ratio (Volume)
0.93

Data was calculated after the 9/28/2022 closing.

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