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PEG - Public Service Enterprise Group
Implied Volatility Analysis

Implied Volatility:
24.4%
Put/Call-Ratio:
0.03

Public Service Enterprise Group has an Implied Volatility (IV) of 24.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for PEG is 24 and the Implied Volatility Percentile (IVP) is 42. The current Implied Volatility Index for PEG is -0.27 standard deviations away from its 1 year mean.

Market Cap$29.44B
Dividend Yield3.57% ($2.11)
Next Earnings Date2/23/2023 (87d)
Next Dividend Date12/8/2022 (10d) !
Implied Volatility (IV) 30d
24.42
Implied Volatility Rank (IVR) 1y
24.28
Implied Volatility Percentile (IVP) 1y
42.30
Historical Volatility (HV) 30d
28.78
IV / HV
0.85
Open Interest
21.78K
Option Volume
905.00
Put/Call Ratio (Volume)
0.03

Data was calculated after the 11/25/2022 closing.

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