← Back to Stock / ETF implied volatility screenerAA - Alcoa
AA - Alcoa
Implied Volatility Analysis
Implied Volatility:
55.3%
55.3%
Put/Call-Ratio:
1.23
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 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.
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