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PEG - Public Service Enterprise Group
Implied Volatility Analysis

Implied Volatility:
23.8%
Put/Call-Ratio:
0.18

Public Service Enterprise Group has an Implied Volatility (IV) of 23.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for PEG is 21 and the Implied Volatility Percentile (IVP) is 42. The current Implied Volatility Index for PEG is -0.33 standard deviations away from its 1 year mean.

Market Cap$30.86B
Dividend Yield3.49% ($2.16)
Next Earnings Date5/2/2023 (31d)
Implied Volatility (IV) 30d
23.79
Implied Volatility Rank (IVR) 1y
20.69
Implied Volatility Percentile (IVP) 1y
42.46
Historical Volatility (HV) 30d
26.21
IV / HV
0.91
Open Interest
9.96K
Option Volume
205.00
Put/Call Ratio (Volume)
0.18

Data was calculated after the 3/31/2023 closing.

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