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ETR - Entergy
Implied Volatility Analysis

Implied Volatility:
27.7%
Put/Call-Ratio:
0.65

Entergy has an Implied Volatility (IV) of 27.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ETR is 46 and the Implied Volatility Percentile (IVP) is 78. The current Implied Volatility Index for ETR is 0.78 standard deviations away from its 1 year mean.

Market Cap$21.54B
Dividend Yield3.71% ($3.93)
Next Earnings Date8/3/2022 (39d)
Implied Volatility (IV) 30d
27.73
Implied Volatility Rank (IVR) 1y
46.07
Implied Volatility Percentile (IVP) 1y
77.55
Historical Volatility (HV) 30d
32.65
IV / HV
0.85
Open Interest
4.69K
Option Volume
94.00
Put/Call Ratio (Volume)
0.65

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

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