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ALC - Alcon
Implied Volatility Analysis

Implied Volatility:
33.6%
Put/Call-Ratio:
0.38

Alcon has an Implied Volatility (IV) of 33.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ALC is 18 and the Implied Volatility Percentile (IVP) is 47. The current Implied Volatility Index for ALC is -0.29 standard deviations away from its 1 year mean.

Market Cap$34.59B
Dividend Yield0.29% ($0.20)
Next Earnings Date8/9/2022 (39d)
Implied Volatility (IV) 30d
33.65
Implied Volatility Rank (IVR) 1y
17.91
Implied Volatility Percentile (IVP) 1y
46.74
Historical Volatility (HV) 30d
30.71
IV / HV
1.10
Open Interest
8.66K
Option Volume
237.00
Put/Call Ratio (Volume)
0.38

Data was calculated after the 6/30/2022 closing.

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