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ETR - Entergy
Implied Volatility Analysis

Implied Volatility:
26.8%
Put/Call-Ratio:
0.02

Entergy has an Implied Volatility (IV) of 26.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ETR is 33 and the Implied Volatility Percentile (IVP) is 61. The current Implied Volatility Index for ETR is 0.14 standard deviations away from its 1 year mean.

Market Cap$22.09B
Dividend Yield3.90% ($4.07)
Next Earnings Date4/26/2023 (28d)
Implied Volatility (IV) 30d
26.77
Implied Volatility Rank (IVR) 1y
33.48
Implied Volatility Percentile (IVP) 1y
61.36
Historical Volatility (HV) 30d
28.28
IV / HV
0.95
Open Interest
3.47K
Option Volume
64.00
Put/Call Ratio (Volume)
0.02

Data was calculated after the 3/28/2023 closing.

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