← Back to Stock / ETF implied volatility screenerNI - NiSource
NI - NiSource
Implied Volatility Analysis
Implied Volatility:
35.6%
35.6%
Put/Call-Ratio:
0.33
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 Yield | 3.38% ($0.94) |
| Next Earnings Date | 5/3/2023 (32d) |
| Next Dividend Date | 4/27/2023 (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.
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.