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AA - Alcoa
Implied Volatility Analysis

Implied Volatility:
55.3%
Put/Call-Ratio:
1.23

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 Yield0.75% ($0.40)
Next Earnings Date10/13/2022 (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.

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