← Back to Stock / ETF implied volatility screenerTSEM - Tower Semiconductor
TSEM - Tower Semiconductor
Implied Volatility Analysis
Implied Volatility:
67.9%
67.9%
Put/Call-Ratio:
0.70
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 Date | 11/8/2022 (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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