← Back to Stock / ETF implied volatility screener

AAL - American Airlines Group
Implied Volatility Analysis

Implied Volatility:
47.0%
Put/Call-Ratio:
0.59

American Airlines Group has an Implied Volatility (IV) of 47.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AAL is 0 and the Implied Volatility Percentile (IVP) is 1. The current Implied Volatility Index for AAL is -1.57 standard deviations away from its 1 year mean.

Market Cap$9.37B
Next Earnings Date1/19/2023 (52d)
Implied Volatility (IV) 30d
46.95
Implied Volatility Rank (IVR) 1y
0.07
Implied Volatility Percentile (IVP) 1y
0.60
Historical Volatility (HV) 30d
35.27
IV / HV
1.33
Open Interest
3.36M
Option Volume
76.80K
Put/Call Ratio (Volume)
0.59

Data was calculated after the 11/25/2022 closing.

This stock chart shows AAL Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for AAL American Airlines Group over a one year time horizon.
Tradingview Chart →

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.