AA · Iv

Alcoa Corporation Common Stock (AA) implied volatility

At-the-money implied volatility, its position in the range, and the pre-earnings curve.

$42.48

Current ATM IV: 62.1%
IV rank: 16.2%
IV percentile: 50.0%
Historical median at checkpoint: 73.1%

Pre-earnings IV curveStored ATM IV checkpoints and historical interquartile band. Null checkpoints are gaps, not interpolated quotes. A single current snapshot is not a current-cycle curve.

Update time unavailable

Select observationRange startRange end

Loading graph — the exact table is available below.

T−35Current IV UnavailableHistorical median 53.48%Historical p25 50.9813%Historical p75 57.82%8 historical events; absent values remain unavailable.Update time unavailable

Event / reference markers

Earnings: 0

Exact data table

Pre-earnings IV curve · full stored dataset, independent of graph range/toggles
Current IV (%)	Historical median (%)	Historical p25 (%)	Historical p75 (%)	Context	Updated
Unavailable	53.48%	50.9813%	57.82%	8 historical events; absent values remain unavailable.	Update time unavailable
Unavailable	54.53%	52.005%	58.6262%	6 historical events; absent values remain unavailable.	Update time unavailable
Unavailable	57.935%	55.185%	61.75%	6 historical events; absent values remain unavailable.	Update time unavailable
Unavailable	64.4475%	60.055%	69.3512%	8 historical events; absent values remain unavailable.	Update time unavailable
62.11%	73.125%	68.8113%	75.9862%	8 historical events; absent values remain unavailable.	Update time unavailable
Unavailable	93.195%	91.815%	94.575%	2 historical events; absent values remain unavailable.	Update time unavailable
Unavailable	106.6%	96.4925%	114.3487%	8 historical events; absent values remain unavailable.	Update time unavailable
Unavailable	61.2%	57.9325%	62.5175%	8 historical events; absent values remain unavailable.	Update time unavailable

Next steps

Calculator

Run the numbers

Open the calculator that uses the same formulas as this page.

Open tool →Guide

Understand the strategy

Learn the risk, the payoff and the common mistakes.

Read guide →

Data provenance

Figures are from published, reviewed research as of Oct 7, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.