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ED - Consolidated Edison
Implied Volatility Analysis

Implied Volatility:
22.7%
Put/Call-Ratio:
1.75

Consolidated Edison has an Implied Volatility (IV) of 22.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ED is 25 and the Implied Volatility Percentile (IVP) is 32. The current Implied Volatility Index for ED is -0.50 standard deviations away from its 1 year mean.

Market Cap$34.30B
Dividend Yield3.23% ($3.12)
Next Earnings Date2/16/2023 (80d)
Implied Volatility (IV) 30d
22.73
Implied Volatility Rank (IVR) 1y
25.04
Implied Volatility Percentile (IVP) 1y
31.95
Historical Volatility (HV) 30d
23.12
IV / HV
0.98
Open Interest
26.49K
Option Volume
429.00
Put/Call Ratio (Volume)
1.75

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

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