← Back to Stock / ETF implied volatility screenerAJG - Arthur J. Gallagher & Co.
AJG - Arthur J. Gallagher & Co.
Implied Volatility Analysis
Implied Volatility:
23.1%
23.1%
Put/Call-Ratio:
5.03
5.03
Arthur J. Gallagher & Co. has an Implied Volatility (IV) of 23.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AJG is 18 and the Implied Volatility Percentile (IVP) is 16. The current Implied Volatility Index for AJG is -1.02 standard deviations away from its 1 year mean.
| Market Cap | $40.53B |
|---|---|
| Dividend Yield | 1.09% ($2.07) |
| Next Earnings Date | 4/27/2023 (26d) |
| Implied Volatility (IV) 30d | 23.11 |
| Implied Volatility Rank (IVR) 1y | 18.16 |
| Implied Volatility Percentile (IVP) 1y | 15.87 |
| Historical Volatility (HV) 30d | 25.53 |
| IV / HV | 0.91 |
| Open Interest | 5.97K |
| Option Volume | 386.00 |
| Put/Call Ratio (Volume) | 5.03 |
Data was calculated after the 3/31/2023 closing.
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