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.