← Back to Stock / ETF implied volatility screenerAJG - Arthur J. Gallagher & Co.
AJG - Arthur J. Gallagher & Co.
Implied Volatility Analysis
Implied Volatility:
23.0%
23.0%
Put/Call-Ratio:
0.06
0.06
Arthur J. Gallagher & Co. has an Implied Volatility (IV) of 23.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AJG is 10 and the Implied Volatility Percentile (IVP) is 6. The current Implied Volatility Index for AJG is -1.42 standard deviations away from its 1 year mean.
| Market Cap | $41.60B |
|---|---|
| Dividend Yield | 1.01% ($2.00) |
| Next Earnings Date | 1/26/2023 (59d) |
| Next Dividend Date | 12/1/2022 (3d) ! |
| Implied Volatility (IV) 30d | 22.97 |
| Implied Volatility Rank (IVR) 1y | 10.47 |
| Implied Volatility Percentile (IVP) 1y | 6.35 |
| Historical Volatility (HV) 30d | 28.69 |
| IV / HV | 0.80 |
| Open Interest | 2.94K |
| Option Volume | 106.00 |
| Put/Call Ratio (Volume) | 0.06 |
Data was calculated after the 11/25/2022 closing.
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