← Back to Stock / ETF implied volatility screener

NNI - Nelnet - Class A
Implied Volatility Analysis

Implied Volatility:
60.3%

Nelnet - Class A has an Implied Volatility (IV) of 60.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NNI is 43 and the Implied Volatility Percentile (IVP) is 94. The current Implied Volatility Index for NNI is 1.50 standard deviations away from its 1 year mean.

Market Cap$2.08B
Dividend Yield1.22% ($0.96)
Next Earnings Date11/7/2022 (39d)
Implied Volatility (IV) 30d
60.27
Implied Volatility Rank (IVR) 1y
42.70
Implied Volatility Percentile (IVP) 1y
94.40
Historical Volatility (HV) 30d
20.35
IV / HV
2.96
Open Interest
569.00

Data was calculated after the 9/28/2022 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.
We'll never share your email with anyone else.