← Back to Stock / ETF implied volatility screener

M - Macy`s
Implied Volatility Analysis

Implied Volatility:
52.2%
Put/Call-Ratio:
1.60

Macy`s has an Implied Volatility (IV) of 52.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for M is 16 and the Implied Volatility Percentile (IVP) is 11. The current Implied Volatility Index for M is -1.06 standard deviations away from its 1 year mean.

Market Cap$6.14B
Dividend Yield2.75% ($0.62)
Next Earnings Date5/25/2023 (66d)
Implied Volatility (IV) 30d
52.23
Implied Volatility Rank (IVR) 1y
15.79
Implied Volatility Percentile (IVP) 1y
10.71
Historical Volatility (HV) 30d
52.26
IV / HV
1.00
Open Interest
451.57K
Option Volume
20.10K
Put/Call Ratio (Volume)
1.60

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

This stock chart shows M Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for M Macy`s over a one year time horizon.
Tradingview Chart →

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.