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NI - NiSource
Implied Volatility Analysis

Implied Volatility:
43.1%
Put/Call-Ratio:
0.19

NiSource has an Implied Volatility (IV) of 43.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NI is 13 and the Implied Volatility Percentile (IVP) is 48. The current Implied Volatility Index for NI is -0.30 standard deviations away from its 1 year mean.

Market Cap$11.04B
Dividend Yield3.41% ($0.93)
Next Earnings Date2/22/2023 (86d)
Implied Volatility (IV) 30d
43.12
Implied Volatility Rank (IVR) 1y
12.83
Implied Volatility Percentile (IVP) 1y
48.41
Historical Volatility (HV) 30d
32.83
IV / HV
1.31
Open Interest
6.07K
Option Volume
38.00
Put/Call Ratio (Volume)
0.19

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

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