← Back to Stock / ETF implied volatility screenerAA - Alcoa
AA - Alcoa
Implied Volatility Analysis
Implied Volatility:
63.1%
63.1%
Put/Call-Ratio:
0.75
0.75
Alcoa has an Implied Volatility (IV) of 63.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AA is 26 and the Implied Volatility Percentile (IVP) is 23. The current Implied Volatility Index for AA is -0.85 standard deviations away from its 1 year mean.
| Market Cap | $8.58B |
|---|---|
| Dividend Yield | 0.82% ($0.40) |
| Next Earnings Date | 1/18/2023 (51d) |
| Implied Volatility (IV) 30d | 63.08 |
| Implied Volatility Rank (IVR) 1y | 25.70 |
| Implied Volatility Percentile (IVP) 1y | 23.35 |
| Historical Volatility (HV) 30d | 76.25 |
| IV / HV | 0.83 |
| Open Interest | 367.12K |
| Option Volume | 15.87K |
| Put/Call Ratio (Volume) | 0.75 |
Data was calculated after the 11/25/2022 closing.
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