← Back to Stock / ETF implied volatility screener

NEE - NextEra Energy
Implied Volatility Analysis

Implied Volatility:
26.8%
Put/Call-Ratio:
2.94

NextEra Energy has an Implied Volatility (IV) of 26.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NEE is 31 and the Implied Volatility Percentile (IVP) is 27. The current Implied Volatility Index for NEE is -0.65 standard deviations away from its 1 year mean.

Market Cap$168.75B
Dividend Yield1.99% ($1.69)
Next Earnings Date1/25/2023 (59d)
Implied Volatility (IV) 30d
26.82
Implied Volatility Rank (IVR) 1y
30.86
Implied Volatility Percentile (IVP) 1y
26.98
Historical Volatility (HV) 30d
31.44
IV / HV
0.85
Open Interest
443.71K
Option Volume
3.94K
Put/Call Ratio (Volume)
2.94

Data was calculated after the 11/25/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.