AA · Options
Alcoa Corporation Common Stock (AA) options chain & liquidity
Term structure, skew and the liquidity of the published chain.
Update time unavailable
Loading graph — the exact table is available below.
2026-10-09ATM IV 49.405%2 DTE · ATM strike $42.50 · No stored earnings markerUpdate time unavailable
Event / reference markers
- Earnings expiry 2026-10-16: 9
Exact data table
| Observation | ATM IV (%) | Context | Updated |
|---|---|---|---|
| 49.405% | 2 DTE · ATM strike $42.50 · No stored earnings marker | Update time unavailable | |
| 62.11% | 9 DTE · ATM strike $42.50 · Contains earnings | Update time unavailable | |
| 52.155% | 16 DTE · ATM strike $42.50 · No stored earnings marker | Update time unavailable | |
| 48.705% | 23 DTE · ATM strike $43.00 · No stored earnings marker | Update time unavailable |
- Liquidity classification
- ACCEPTABLE
- Median bid-ask width
- 27.7%
- 25-delta put IV
- 60.6%
- 25-delta call IV
- 62.3%
- Downside skew
- -1.5%
Next steps
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.