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FTS - Fortis
Implied Volatility Analysis

Implied Volatility:
37.7%

Fortis has an Implied Volatility (IV) of 37.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FTS is 12 and the Implied Volatility Percentile (IVP) is 46. The current Implied Volatility Index for FTS is -0.26 standard deviations away from its 1 year mean.

Market Cap$21.59B
Dividend Yield4.37% ($1.98)
Next Earnings Date7/28/2022 (34d)
Implied Volatility (IV) 30d
37.66
Implied Volatility Rank (IVR) 1y
12.48
Implied Volatility Percentile (IVP) 1y
46.01
Historical Volatility (HV) 30d
19.22
IV / HV
1.96
Open Interest
2.95K
Option Volume
2.00

Data was calculated after the 6/23/2022 closing.

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