← Back to Stock / ETF implied volatility screener

ALLE - Allegion plc
Implied Volatility Analysis

Implied Volatility:
47.8%
Put/Call-Ratio:
4.00

Allegion plc has an Implied Volatility (IV) of 47.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ALLE is 61 and the Implied Volatility Percentile (IVP) is 91. The current Implied Volatility Index for ALLE is 1.41 standard deviations away from its 1 year mean.

Market Cap$8.75B
Dividend Yield1.54% ($1.53)
Next Earnings Date7/21/2022 (23d)
Implied Volatility (IV) 30d
47.78
Implied Volatility Rank (IVR) 1y
61.27
Implied Volatility Percentile (IVP) 1y
90.86
Historical Volatility (HV) 30d
29.35
IV / HV
1.63
Open Interest
379.00
Option Volume
5.00
Put/Call Ratio (Volume)
4.00

Data was calculated after the 6/27/2022 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.