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AA - Alcoa
Implied Volatility Analysis

Implied Volatility:
63.1%
Put/Call-Ratio:
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 Yield0.82% ($0.40)
Next Earnings Date1/18/2023 (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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