← Back to Stock / ETF implied volatility screenerNEE - NextEra Energy
NEE - NextEra Energy
Implied Volatility Analysis
Implied Volatility:
29.6%
29.6%
Put/Call-Ratio:
0.60
0.60
NextEra Energy has an Implied Volatility (IV) of 29.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NEE is 34 and the Implied Volatility Percentile (IVP) is 59. The current Implied Volatility Index for NEE is 0.03 standard deviations away from its 1 year mean.
| Market Cap | $149.94B |
|---|---|
| Dividend Yield | 2.29% ($1.73) |
| Next Earnings Date | 4/20/2023 (22d) |
| Implied Volatility (IV) 30d | 29.64 |
| Implied Volatility Rank (IVR) 1y | 34.46 |
| Implied Volatility Percentile (IVP) 1y | 58.73 |
| Historical Volatility (HV) 30d | 21.27 |
| IV / HV | 1.39 |
| Open Interest | 320.52K |
| Option Volume | 3.51K |
| Put/Call Ratio (Volume) | 0.60 |
Data was calculated after the 3/28/2023 closing.
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