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AGR - Avangrid
Implied Volatility Analysis

Implied Volatility:
69.4%

Avangrid has an Implied Volatility (IV) of 69.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AGR is 28 and the Implied Volatility Percentile (IVP) is 71. The current Implied Volatility Index for AGR is 0.36 standard deviations away from its 1 year mean.

Market Cap$16.58B
Dividend Yield5.03% ($2.16)
Next Earnings Date2/21/2023 (75d)
Implied Volatility (IV) 30d
69.41
Implied Volatility Rank (IVR) 1y
28.38
Implied Volatility Percentile (IVP) 1y
71.15
Historical Volatility (HV) 30d
24.40
IV / HV
2.84
Open Interest
728.00
Option Volume
5.00

Data was calculated after the 12/7/2022 closing.

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