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Y - Alleghany
Implied Volatility Analysis

Implied Volatility:
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 Date11/3/2022 (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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