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ERF - Enerplus Corporation
Implied Volatility Analysis

Implied Volatility:
68.2%
Put/Call-Ratio:
0.87

Enerplus Corporation has an Implied Volatility (IV) of 68.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ERF is 27 and the Implied Volatility Percentile (IVP) is 66. The current Implied Volatility Index for ERF is 0.16 standard deviations away from its 1 year mean.

Market Cap$3.37B
Dividend Yield1.20% ($0.18)
Next Earnings Date11/3/2022 (40d)
Implied Volatility (IV) 30d
68.24
Implied Volatility Rank (IVR) 1y
27.39
Implied Volatility Percentile (IVP) 1y
66.00
Historical Volatility (HV) 30d
52.95
IV / HV
1.29
Open Interest
30.30K
Option Volume
1.30K
Put/Call Ratio (Volume)
0.87

Data was calculated after the 9/23/2022 closing.

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