← Back to Stock / ETF implied volatility screenerNI - NiSource
NI - NiSource
Implied Volatility Analysis
Implied Volatility:
38.9%
38.9%
Put/Call-Ratio:
0.08
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 Yield | 3.01% ($0.91) |
| Next Earnings Date | 11/2/2022 (80d) |
| Next Dividend Date | 10/28/2022 (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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