← Back to Stock / ETF implied volatility screener

ES - Eversource Energy
Implied Volatility Analysis

Implied Volatility:
46.0%
Put/Call-Ratio:
1.29

Eversource Energy has an Implied Volatility (IV) of 46.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ES is 50 and the Implied Volatility Percentile (IVP) is 85. The current Implied Volatility Index for ES is 0.95 standard deviations away from its 1 year mean.

Market Cap$29.38B
Dividend Yield2.95% ($2.49)
Next Earnings Date2/16/2023 (70d)
Implied Volatility (IV) 30d
46.00
Implied Volatility Rank (IVR) 1y
49.67
Implied Volatility Percentile (IVP) 1y
84.83
Historical Volatility (HV) 30d
25.82
IV / HV
1.78
Open Interest
4.00K
Option Volume
78.00
Put/Call Ratio (Volume)
1.29

Data was calculated after the 12/7/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.