← Back to Stock / ETF implied volatility screener

AGR - Avangrid
Implied Volatility Analysis

Implied Volatility:
58.0%
Put/Call-Ratio:
3.50

Avangrid has an Implied Volatility (IV) of 58.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AGR is 37 and the Implied Volatility Percentile (IVP) is 56. The current Implied Volatility Index for AGR is 0.06 standard deviations away from its 1 year mean.

Market Cap$17.83B
Dividend Yield3.76% ($1.74)
Next Earnings Date7/26/2022 (28d)
Implied Volatility (IV) 30d
57.95
Implied Volatility Rank (IVR) 1y
37.22
Implied Volatility Percentile (IVP) 1y
55.81
Historical Volatility (HV) 30d
25.77
IV / HV
2.25
Open Interest
1.09K
Option Volume
9.00
Put/Call Ratio (Volume)
3.50

Data was calculated after the 6/27/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.