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TSEM - Tower Semiconductor
Implied Volatility Analysis

Implied Volatility:
67.9%
Put/Call-Ratio:
0.70

Tower Semiconductor has an Implied Volatility (IV) of 67.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TSEM is 44 and the Implied Volatility Percentile (IVP) is 89. The current Implied Volatility Index for TSEM is 0.99 standard deviations away from its 1 year mean.

Market Cap$4.74B
Next Earnings Date11/8/2022 (40d)
Implied Volatility (IV) 30d
67.92
Implied Volatility Rank (IVR) 1y
43.74
Implied Volatility Percentile (IVP) 1y
88.59
Historical Volatility (HV) 30d
15.39
IV / HV
4.41
Open Interest
23.43K
Option Volume
75.00
Put/Call Ratio (Volume)
0.70

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

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