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DTE - DTE Energy
Implied Volatility Analysis

Implied Volatility:
24.0%
Put/Call-Ratio:
0.50

DTE Energy has an Implied Volatility (IV) of 24.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DTE is 11 and the Implied Volatility Percentile (IVP) is 15. The current Implied Volatility Index for DTE is -0.94 standard deviations away from its 1 year mean.

Market Cap$22.18B
Dividend Yield3.06% ($3.50)
Next Earnings Date2/9/2023 (73d)
Next Dividend Date12/16/2022 (18d)
Implied Volatility (IV) 30d
24.03
Implied Volatility Rank (IVR) 1y
10.51
Implied Volatility Percentile (IVP) 1y
14.68
Historical Volatility (HV) 30d
24.71
IV / HV
0.97
Open Interest
3.06K
Option Volume
21.00
Put/Call Ratio (Volume)
0.50

Data was calculated after the 11/25/2022 closing.

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