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DTE - DTE Energy
Implied Volatility Analysis

Implied Volatility:
26.9%
Put/Call-Ratio:
0.08

DTE Energy has an Implied Volatility (IV) of 26.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DTE is 24 and the Implied Volatility Percentile (IVP) is 60. The current Implied Volatility Index for DTE is -0.08 standard deviations away from its 1 year mean.

Market Cap$21.78B
Dividend Yield3.44% ($3.63)
Next Earnings Date4/27/2023 (29d)
Implied Volatility (IV) 30d
26.95
Implied Volatility Rank (IVR) 1y
23.77
Implied Volatility Percentile (IVP) 1y
59.92
Historical Volatility (HV) 30d
26.62
IV / HV
1.01
Open Interest
10.80K
Option Volume
13.00
Put/Call Ratio (Volume)
0.08

Data was calculated after the 3/28/2023 closing.

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