# Which Utility Stocks Have the Highest Implied Volatility?

By Rabindra SamantaUpdated

## Utility stocks with high implied volatility

As of July 20, 2016, NRG Energy (NRG) has the highest implied volatility figure of all the utility companies.

- The company’s implied volatility is 47.2%.
- Its 15-day average implied volatility is 46.8%
- Its current volatility is ~1% above its 15-day average.

Now, let’s take a look at the volatility of other utility stocks as of July 20:

- AES’s (AES) implied volatility is 26.6%. This is ~3.6% less than its 15-day average.
- NiSource’s (NI) implied volatility is 20.5%—2.7% more than its 15-day average.
- FirstEnergy’s (FE) implied volatility is 20.0%—7.5% lower than its 15-day average.
- Eversource Energy’s (ES) implied volatility is 19.40%—3.8% more than its 15-day average.

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## Utility stocks with low implied volatility

As of July 20, Southern Company (SO) has the lowest implied volatility figure of all the utility companies:

- Southern Company’s implied volatility is 13.7%.
- Its 15-day average implied volatility is 15.3%.
- Its current implied volatility is 10.20% less than its 15-day average.

Let’s look at some other utility stocks with low implied volatility as of July 20:

- Duke Energy’s (DUK) implied volatility is 14.8%—4.8% lower than its 15-day average.
- American Electric Power’s (AEP) implied volatility is 15.1%—4.5% lower than its 15-day average.
- Dominion Resources’ (D) implied volatility is 15.4%—5.6% lower than its 15-day average.
- NextEra Energy’s (NEE) implied volatility is 16.5%—0.8% lower than its 15-day average.