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NI - NiSource
Implied Volatility Analysis

Implied Volatility:
38.9%
Put/Call-Ratio:
0.08

NiSource has an Implied Volatility (IV) of 38.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NI is 18 and the Implied Volatility Percentile (IVP) is 61. The current Implied Volatility Index for NI is -0.09 standard deviations away from its 1 year mean.

Market Cap$12.35B
Dividend Yield3.01% ($0.91)
Next Earnings Date11/2/2022 (80d)
Next Dividend Date10/28/2022 (75d)
Implied Volatility (IV) 30d
38.89
Implied Volatility Rank (IVR) 1y
17.63
Implied Volatility Percentile (IVP) 1y
60.80
Historical Volatility (HV) 30d
18.74
IV / HV
2.08
Open Interest
3.79K
Option Volume
41.00
Put/Call Ratio (Volume)
0.08

Data was calculated after the 8/12/2022 closing.

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