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DTE - DTE Energy
Implied Volatility Analysis

Implied Volatility:
25.6%
Put/Call-Ratio:
17.67

DTE Energy has an Implied Volatility (IV) of 25.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DTE is 14 and the Implied Volatility Percentile (IVP) is 42. The current Implied Volatility Index for DTE is -0.29 standard deviations away from its 1 year mean.

Market Cap$25.83B
Dividend Yield2.58% ($3.44)
Next Earnings Date10/26/2022 (73d)
Next Dividend Date9/16/2022 (33d)
Implied Volatility (IV) 30d
25.63
Implied Volatility Rank (IVR) 1y
14.01
Implied Volatility Percentile (IVP) 1y
42.00
Historical Volatility (HV) 30d
15.92
IV / HV
1.61
Open Interest
4.01K
Option Volume
112.00
Put/Call Ratio (Volume)
17.67

Data was calculated after the 8/12/2022 closing.

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