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NJR - New Jersey Resources Corporation
Implied Volatility Analysis

Implied Volatility:
111.5%

New Jersey Resources Corporation has an Implied Volatility (IV) of 111.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NJR is 38 and the Implied Volatility Percentile (IVP) is 88. The current Implied Volatility Index for NJR is 0.95 standard deviations away from its 1 year mean.

Market Cap$3.82B
Dividend Yield3.67% ($1.46)
Next Earnings Date11/17/2022 (47d)
Implied Volatility (IV) 30d
111.48
Implied Volatility Rank (IVR) 1y
37.84
Implied Volatility Percentile (IVP) 1y
88.00
Historical Volatility (HV) 30d
32.63
IV / HV
3.42
Open Interest
613.00
Option Volume
2.00

Data was calculated after the 9/30/2022 closing.

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