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NI - NiSource
Implied Volatility Analysis

Implied Volatility:
35.6%
Put/Call-Ratio:
0.33

NiSource has an Implied Volatility (IV) of 35.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NI is 16 and the Implied Volatility Percentile (IVP) is 50. The current Implied Volatility Index for NI is -0.39 standard deviations away from its 1 year mean.

Market Cap$11.48B
Dividend Yield3.38% ($0.94)
Next Earnings Date5/3/2023 (32d)
Next Dividend Date4/27/2023 (26d)
Implied Volatility (IV) 30d
35.63
Implied Volatility Rank (IVR) 1y
16.40
Implied Volatility Percentile (IVP) 1y
49.77
Historical Volatility (HV) 30d
25.66
IV / HV
1.39
Open Interest
6.26K
Option Volume
4.00
Put/Call Ratio (Volume)
0.33

Data was calculated after the 3/31/2023 closing.

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