← Back to Stock / ETF implied volatility screenerAJG - Arthur J. Gallagher & Co.
AJG - Arthur J. Gallagher & Co.
Implied Volatility Analysis
Implied Volatility:
23.2%
23.2%
Put/Call-Ratio:
1.26
1.26
Arthur J. Gallagher & Co. has an Implied Volatility (IV) of 23.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AJG is 20 and the Implied Volatility Percentile (IVP) is 20. The current Implied Volatility Index for AJG is -0.86 standard deviations away from its 1 year mean.
| Market Cap | $38.95B |
|---|---|
| Dividend Yield | 1.06% ($1.97) |
| Next Earnings Date | 10/27/2022 (74d) |
| Next Dividend Date | 9/1/2022 (18d) |
| Implied Volatility (IV) 30d | 23.18 |
| Implied Volatility Rank (IVR) 1y | 20.16 |
| Implied Volatility Percentile (IVP) 1y | 20.00 |
| Historical Volatility (HV) 30d | 25.50 |
| IV / HV | 0.91 |
| Open Interest | 4.86K |
| Option Volume | 77.00 |
| Put/Call Ratio (Volume) | 1.26 |
Data was calculated after the 8/12/2022 closing.
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