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ES - Eversource Energy
Implied Volatility Analysis

Implied Volatility:
46.5%

Eversource Energy has an Implied Volatility (IV) of 46.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ES is 63 and the Implied Volatility Percentile (IVP) is 94. The current Implied Volatility Index for ES is 1.63 standard deviations away from its 1 year mean.

Market Cap$28.31B
Dividend Yield3.02% ($2.48)
Next Earnings Date7/28/2022 (33d)
Implied Volatility (IV) 30d
46.49
Implied Volatility Rank (IVR) 1y
63.09
Implied Volatility Percentile (IVP) 1y
93.93
Historical Volatility (HV) 30d
29.52
IV / HV
1.57
Open Interest
1.70K
Option Volume
63.00

Data was calculated after the 6/24/2022 closing.

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