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ETR - Entergy
Implied Volatility Analysis

Implied Volatility:
27.6%
Put/Call-Ratio:
1.57

Entergy has an Implied Volatility (IV) of 27.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ETR is 35 and the Implied Volatility Percentile (IVP) is 59. The current Implied Volatility Index for ETR is 0.10 standard deviations away from its 1 year mean.

Market Cap$23.48B
Dividend Yield3.47% ($4.01)
Next Earnings Date2/22/2023 (77d)
Implied Volatility (IV) 30d
27.63
Implied Volatility Rank (IVR) 1y
35.18
Implied Volatility Percentile (IVP) 1y
58.50
Historical Volatility (HV) 30d
24.80
IV / HV
1.11
Open Interest
3.70K
Option Volume
36.00
Put/Call Ratio (Volume)
1.57

Data was calculated after the 12/6/2022 closing.

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