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PEG - Public Service Enterprise Group
Implied Volatility Analysis

Implied Volatility:
25.5%
Put/Call-Ratio:
0.03

Public Service Enterprise Group has an Implied Volatility (IV) of 25.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for PEG is 43 and the Implied Volatility Percentile (IVP) is 76. The current Implied Volatility Index for PEG is 0.67 standard deviations away from its 1 year mean.

Market Cap$30.17B
Dividend Yield3.43% ($2.08)
Next Earnings Date8/3/2022 (37d)
Implied Volatility (IV) 30d
25.50
Implied Volatility Rank (IVR) 1y
43.20
Implied Volatility Percentile (IVP) 1y
76.11
Historical Volatility (HV) 30d
27.45
IV / HV
0.93
Open Interest
18.86K
Option Volume
323.00
Put/Call Ratio (Volume)
0.03

Data was calculated after the 6/24/2022 closing.

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