← Back to Stock / ETF implied volatility screenerNI - NiSource
NI - NiSource
Implied Volatility Analysis
Implied Volatility:
43.1%
43.1%
Put/Call-Ratio:
0.19
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 Yield | 3.41% ($0.93) |
| Next Earnings Date | 2/22/2023 (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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