← Back to Stock / ETF implied volatility screenerY - Alleghany
Y - Alleghany
Implied Volatility Analysis
Implied Volatility:
6.6%
6.6%
Alleghany has an Implied Volatility (IV) of 6.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for Y is 6 and the Implied Volatility Percentile (IVP) is 18. The current Implied Volatility Index for Y is -1.22 standard deviations away from its 1 year mean.
| Market Cap | $11.26B |
|---|---|
| Next Earnings Date | 11/3/2022 (80d) |
| Implied Volatility (IV) 30d | 6.59 |
| Implied Volatility Rank (IVR) 1y | 6.28 |
| Implied Volatility Percentile (IVP) 1y | 17.85 |
| Historical Volatility (HV) 30d | 2.04 |
| IV / HV | 3.23 |
| Open Interest | 904.00 |
| Option Volume | 2.00 |
Data was calculated after the 8/12/2022 closing.
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