Duke Energy’s Implied Volatility: A Marginal High
Duke Energy and its implied volatility
On April 13, 2017, Duke Energy’s (DUK) implied volatility was 14%, which was marginally higher than its 15-day average. As you can see in the graph below, a fall in DUK’s implied volatility has generally been associated with rises in its stock price. A rise in its implied volatility has generally been associated with decreases in the stock.
Interested in DUK? Don't miss the next report.
Receive e-mail alerts for new research on DUK
By comparison, the Utilities Select Sector SPDR ETF (XLU) had implied volatility near 13.5% on April 13, 2017. Southern Company’s (SO) implied volatility was 14%, which was marginally below its 15-day average.
In the next and final part of this series, we’ll take a look at current analysts’ recommendations for Duke Energy.