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TMHC - Taylor Morrison Home
Implied Volatility Analysis

Implied Volatility:
55.9%
Put/Call-Ratio:
1.40

Taylor Morrison Home has an Implied Volatility (IV) of 55.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TMHC is 22 and the Implied Volatility Percentile (IVP) is 41. The current Implied Volatility Index for TMHC is -0.38 standard deviations away from its 1 year mean.

Market Cap$2.65B
Next Earnings Date10/26/2022 (32d)
Implied Volatility (IV) 30d
55.91
Implied Volatility Rank (IVR) 1y
21.58
Implied Volatility Percentile (IVP) 1y
41.47
Historical Volatility (HV) 30d
45.87
IV / HV
1.22
Open Interest
9.67K
Option Volume
36.00
Put/Call Ratio (Volume)
1.40

Data was calculated after the 9/23/2022 closing.

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