← Back to Stock / ETF implied volatility screener

NWE - Northwestern
Implied Volatility Analysis

Implied Volatility:
65.4%
Put/Call-Ratio:
2.75

Northwestern has an Implied Volatility (IV) of 65.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NWE is 33 and the Implied Volatility Percentile (IVP) is 85. The current Implied Volatility Index for NWE is 0.80 standard deviations away from its 1 year mean.

Market Cap$2.96B
Dividend Yield4.68% ($2.47)
Next Earnings Date10/24/2022 (27d)
Implied Volatility (IV) 30d
65.44
Implied Volatility Rank (IVR) 1y
33.23
Implied Volatility Percentile (IVP) 1y
84.74
Historical Volatility (HV) 30d
21.86
IV / HV
2.99
Open Interest
386.00
Option Volume
15.00
Put/Call Ratio (Volume)
2.75

Data was calculated after the 9/26/2022 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.