Alcoa has an Implied Volatility (IV) of 55.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AA is 14 and the Implied Volatility Percentile (IVP) is 10. The current Implied Volatility Index for AA is -1.29 standard deviations away from its 1 year mean.
Market Cap | $9.58B |
---|---|
Dividend Yield | 0.75% ($0.40) |
Next Earnings Date | 10/13/2022 (59d) |
Implied Volatility (IV) 30d | 55.28 |
Implied Volatility Rank (IVR) 1y | 13.68 |
Implied Volatility Percentile (IVP) 1y | 9.88 |
Historical Volatility (HV) 30d | 43.69 |
IV / HV | 1.27 |
Open Interest | 324.44K |
Option Volume | 13.27K |
Put/Call Ratio (Volume) | 1.23 |
Data was calculated after the 8/12/2022 closing.