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TSEM - Tower Semiconductor
Implied Volatility Analysis

Implied Volatility:
36.9%
Put/Call-Ratio:
1.21

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 Date8/1/2022 (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.

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

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