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NRG - NRG Energy
Implied Volatility Analysis

Implied Volatility:
41.3%
Put/Call-Ratio:
5.16

NRG Energy has an Implied Volatility (IV) of 41.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NRG is 65 and the Implied Volatility Percentile (IVP) is 91. The current Implied Volatility Index for NRG is 1.31 standard deviations away from its 1 year mean.

Market Cap$9.21B
Dividend Yield3.46% ($1.36)
Next Earnings Date11/3/2022 (31d)
Implied Volatility (IV) 30d
41.25
Implied Volatility Rank (IVR) 1y
65.15
Implied Volatility Percentile (IVP) 1y
90.80
Historical Volatility (HV) 30d
30.86
IV / HV
1.34
Open Interest
145.90K
Option Volume
1.18K
Put/Call Ratio (Volume)
5.16

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

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