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TWO - Two Harbors Investment
Implied Volatility Analysis

Implied Volatility:
40.6%
Put/Call-Ratio:
0.63

Two Harbors Investment has an Implied Volatility (IV) of 40.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TWO is 16 and the Implied Volatility Percentile (IVP) is 36. The current Implied Volatility Index for TWO is -0.44 standard deviations away from its 1 year mean.

Market Cap$1.65B
Dividend Yield13.50% ($0.65)
Next Earnings Date11/9/2022 (51d)
Implied Volatility (IV) 30d
40.60
Implied Volatility Rank (IVR) 1y
16.36
Implied Volatility Percentile (IVP) 1y
36.00
Historical Volatility (HV) 30d
23.30
IV / HV
1.74
Open Interest
103.48K
Option Volume
257.00
Put/Call Ratio (Volume)
0.63

Data was calculated after the 9/16/2022 closing.

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