Tower Semiconductor has an Implied Volatility (IV) of 36.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TSEM is 26 and the Implied Volatility Percentile (IVP) is 31. The current Implied Volatility Index for TSEM is -0.46 standard deviations away from its 1 year mean.
Market Cap | $5.09B |
---|---|
Next Earnings Date | 8/1/2022 (37d) |
Implied Volatility (IV) 30d | 36.92 |
Implied Volatility Rank (IVR) 1y | 25.89 |
Implied Volatility Percentile (IVP) 1y | 30.77 |
Historical Volatility (HV) 30d | 12.62 |
IV / HV | 2.93 |
Open Interest | 50.08K |
Option Volume | 256.00 |
Put/Call Ratio (Volume) | 1.21 |
Data was calculated after the 6/24/2022 closing.