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ED - Consolidated Edison
Implied Volatility Analysis

Implied Volatility:
23.9%
Put/Call-Ratio:
0.66

Consolidated Edison has an Implied Volatility (IV) of 23.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ED is 27 and the Implied Volatility Percentile (IVP) is 47. The current Implied Volatility Index for ED is -0.26 standard deviations away from its 1 year mean.

Market Cap$32.20B
Dividend Yield3.46% ($3.14)
Next Earnings Date5/4/2023 (45d)
Implied Volatility (IV) 30d
23.93
Implied Volatility Rank (IVR) 1y
26.95
Implied Volatility Percentile (IVP) 1y
46.83
Historical Volatility (HV) 30d
18.29
IV / HV
1.31
Open Interest
22.36K
Option Volume
1.07K
Put/Call Ratio (Volume)
0.66

Data was calculated after the 3/17/2023 closing.

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