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ALSN - Allison Transmission Holdings
Implied Volatility Analysis

Implied Volatility:
42.9%
Put/Call-Ratio:
6.50

Allison Transmission Holdings has an Implied Volatility (IV) of 42.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ALSN is 12 and the Implied Volatility Percentile (IVP) is 53. The current Implied Volatility Index for ALSN is -0.10 standard deviations away from its 1 year mean.

Market Cap$3.34B
Dividend Yield2.34% ($0.81)
Next Earnings Date10/26/2022 (26d)
Implied Volatility (IV) 30d
42.85
Implied Volatility Rank (IVR) 1y
12.35
Implied Volatility Percentile (IVP) 1y
53.41
Historical Volatility (HV) 30d
32.72
IV / HV
1.31
Open Interest
2.41K
Option Volume
15.00
Put/Call Ratio (Volume)
6.50

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

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