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SJI - South Jersey Industries
Implied Volatility Analysis

Implied Volatility:
41.7%
Put/Call-Ratio:
26.00

South Jersey Industries has an Implied Volatility (IV) of 41.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SJI is 14 and the Implied Volatility Percentile (IVP) is 45. The current Implied Volatility Index for SJI is -0.37 standard deviations away from its 1 year mean.

Market Cap$4.05B
Dividend Yield3.69% ($1.22)
Next Earnings Date11/2/2022 (35d)
Implied Volatility (IV) 30d
41.73
Implied Volatility Rank (IVR) 1y
14.34
Implied Volatility Percentile (IVP) 1y
44.80
Historical Volatility (HV) 30d
11.91
IV / HV
3.50
Open Interest
1.38K
Option Volume
27.00
Put/Call Ratio (Volume)
26.00

Data was calculated after the 9/27/2022 closing.

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