← Back to Stock / ETF implied volatility screener# NRG - NRG Energy

Implied Volatility Analysis

**Implied Volatility:**

41.3%**Put/Call-Ratio:**

5.16

Implied Volatility Analysis

41.3%

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 Yield | 3.46% ($1.36) |

Next Earnings Date | 11/3/2022 (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.

- Concrete option trades for the upcoming day
- Portfolios with backtested profitable option strategies
- It's free. Contains just value. Unsubscribe any time.