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AJG - Arthur J. Gallagher & Co.
Implied Volatility Analysis

Implied Volatility:
23.2%
Put/Call-Ratio:
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 Yield1.06% ($1.97)
Next Earnings Date10/27/2022 (74d)
Next Dividend Date9/1/2022 (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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