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What Are Some Key Utility Stocks for Options Traders?

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Utility stocks with high implied volatility

As of September 28, 2016, NRG Energy (NRG) has the highest implied volatility figure of all the utility companies.

  • NRG Energy’s implied volatility is 50.2%.
  • Its 15-day average implied volatility is 49.1%.
  • Its current volatility is 2.1% more than its 15-day average.

Now let’s take a look at the volatility of other utility stocks as of September 28, 2016.

  • AES’s (AES) implied volatility is 26.3%, which is ~4.4% more than its 15-day average.
  • FirstEnergy’s (FE) implied volatility is 23.9%, which is 0.7% more than its 15-day average.
  • CenterPoint Energy’s (CNP) implied volatility is 22.3%, which is 9.9% more than its 15-day average.
  • Exelon’s (EXC) implied volatility is 21.3%, which is 4.9% more than its 15-day average.
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Utility stocks with low implied volatility

As of September 28, 2016, Southern Company (SO) has the lowest implied volatility figure of all the utility companies.

  • Southern Company’s implied volatility is 16.2%.
  • Its 15-day average implied volatility is 16%.
  • Its current implied volatility is 1% more than its 15-day average.

Let’s look at some other utility stocks with low implied volatility as of September 28, 2016.

  • Duke Energy’s (DUK) implied volatility is 17.0%, which is 0.6% more than its 15-day average
  • Dominion Resources’ (D) implied volatility is 17.3%, which is 2.7% more than its 15-day average.
  • American Electric Power’s (AEP) implied volatility is 17.3%, which is at par to its 15-day average.
  • NextEra Energy’s (NEE) implied volatility is 17.7%, which is 3.6% more than its 15-day average.
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