← Back to Stock / ETF implied volatility screener

AJRD - Aerojet Rocketdyne Holdings
Implied Volatility Analysis

Implied Volatility:
43.7%
Put/Call-Ratio:
0.08

Aerojet Rocketdyne Holdings has an Implied Volatility (IV) of 43.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AJRD is 12 and the Implied Volatility Percentile (IVP) is 37. The current Implied Volatility Index for AJRD is -0.62 standard deviations away from its 1 year mean.

Market Cap$3.25B
Next Earnings Date10/31/2022 (31d)
Implied Volatility (IV) 30d
43.67
Implied Volatility Rank (IVR) 1y
11.87
Implied Volatility Percentile (IVP) 1y
37.20
Historical Volatility (HV) 30d
28.48
IV / HV
1.53
Open Interest
11.40K
Option Volume
85.00
Put/Call Ratio (Volume)
0.08

Data was calculated after the 9/29/2022 closing.

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.