AA
Alcoa Corporation Common Stock$44.29+0.12%1d
Quote Jul 27 3:45 PM ET
EquityNYSEUSDEarnings Oct 15
120-session history2026-02-03 – 2026-07-27
Volatility
Realized (sessions)
7
45.5%
30
55.8%
90
58.4%
GARCH (sessions)
21
57.3%
30
57.1%
45
56.8%
IV30 ATM · rank
Rank
—
IV30: 54.0%
IV rank: 31/60 daily IV30 observations
Window 2026-06-03 → 2026-07-17 (31 obs.)
Latest options snapshot is 6 trading sessions behind (2026-07-17 to 2026-07-28). Showing the latest available snapshot.
Chain uses snapshot spot $45.24 from 2026-07-17. Quote Jul 27 3:45 PM ET: $44.29. Greeks and IV−GARCH comparisons match the snapshot.
Options Chain & Vol Surface (48/48) · 2026-07-17
E
Implied volatility by strike · 14 DTE · dashed line = fitted smile
Calls
Fitted smile
Excluded (not fit)
| Strike | Mid | Delta | IV | IV − Fit | Fit IV | GARCH | IV - GARCH | Bid | Ask | Last | Spread | Ann. ROI | Theta | Vol | OI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $38.00 | $7.45 | 0.931 | 63.1% | +7.4% | 55.7% | 57.5% | +5.6% | $6.30 | $8.60 | $9.10 | 30.9% | — | -0.0295 | 2 | 3 |
| $39.00 | $6.68 | 0.880 | 69.0% | +15.2% | 53.8% | 57.5% | +11.5% | $5.65 | $7.70 | $9.95 | 30.7% | — | -0.0466 | 4 | 1 |
| $40.00 | $5.50 | 0.900 | 51.5% | -1.2% | 52.7% | 57.5% | -6.1% | $4.80 | $6.20 | $5.63 | 25.5% | — | -0.0316 | 27 | 48 |
| $41.00 | $4.63 | 0.857 | 50.0% | -2.2% | 52.2% | 57.5% | -7.5% | $3.90 | $5.35 | $5.65 | 31.4% | — | -0.0387 | 1 | 0 |
| $42.00 | $4.15 | 0.755 | 61.1% | +8.8% | 52.4% | 57.5% | +3.6% | $3.70 | $4.60 | $8.00 | 21.7% | — | -0.0634 | 1 | 2 |
| $43.00 | $3.27 | 0.705 | 54.8% | +1.6% | 53.2% | 57.5% | -2.7% | $3.05 | $3.50 | $5.55 | 13.7% | — | -0.0623 | 1 | 3 |
| $45.00 | $2.13 | 0.546 | 54.9% | -1.4% | 56.3% | 57.5% | -2.6% | $1.87 | $2.38 | $2.16 | 24.0% | — | -0.0708 | 4 | 30 |
| $46.00 | $1.65 | 0.464 | 54.4% | -4.1% | 58.5% | 57.5% | -3.1% | $1.41 | $1.89 | $1.37 | 29.1% | 95.1% | -0.0701 | 23 | 3 |
| $46.50 | $1.45 | 0.423 | 54.4% | -5.3% | 59.7% | 57.5% | -3.1% | $1.23 | $1.67 | $1.35 | 30.3% | 83.6% | -0.0690 | 4 | 44 |
| $47.00 | $1.27 | 0.384 | 54.3% | -6.7% | 61.0% | 57.5% | -3.2% | $1.16 | $1.37 | $1.13 | 16.6% | 72.9% | -0.0671 | 3 | 23 |
| $47.50 | $1.10 | 0.347 | 54.4% | -8.0% | 62.4% | 57.5% | -3.1% | $1.02 | $1.19 | $1.10 | 15.4% | 63.7% | -0.0649 | 96 | 3 |
| $48.00 | $1.00 | 0.317 | 55.7% | -8.1% | 63.8% | 57.5% | -1.9% | $0.82 | $1.18 | $2.58 | 36.0% | 57.6% | -0.0639 | 1 | 14 |
| $49.00 | $0.68 | 0.241 | 53.1% | -13.7% | 66.8% | 57.5% | -4.4% | $0.59 | $0.76 | $0.70 | 25.2% | 38.9% | -0.0533 | 10 | 23 |
| $50.00 | $0.51 | 0.188 | 53.8% | -16.1% | 69.9% | 57.5% | -3.7% | $0.41 | $0.60 | $0.50 | 37.6% | 29.1% | -0.0466 | 86 | 321 |
| $51.00 | $0.37 | 0.144 | 54.3% | -18.9% | 73.2% | 57.5% | -3.2% | $0.30 | $0.44 | $0.37 | 37.8% | 21.3% | -0.0395 | 24 | 42 |
| $52.00 | $0.22 | 0.097 | 52.1% | -24.4% | 76.5% | 57.5% | -5.4% | $0.03 | $0.42 | $0.26 | 173.3% | 13.0% | -0.0286 | 7 | 377 |
| $53.00 | $0.33 | 0.114 | 63.4% | -16.6% | 80.0% | 57.5% | +5.9% | $0.03 | $0.63 | $0.61 | 181.8% | 19.0% | -0.0392 | 23 | 58 |
| $54.00 | $0.16 | 0.066 | 57.4% | -26.0% | 83.4% | 57.5% | -0.1% | $0.02 | $0.30 | $0.50 | 175.0% | 9.2% | -0.0236 | 12 | 785 |
| $55.00 | $0.09 | 0.040 | 55.1% | -31.8% | 86.9% | 57.5% | -2.4% | $0.05 | $0.13 | $0.11 | 88.9% | 5.2% | -0.0153 | 21 | 478 |
| $56.00 | $0.17 | 0.060 | 67.0% | -23.4% | 90.4% | 57.5% | +9.5% | $0.05 | $0.29 | $0.09 | 141.2% | 9.8% | -0.0256 | 1 | 92 |
| $57.00 | $0.50 | 0.120 | 92.6% | — | — | 57.5% | +35.1% | $0.00 | $1.00 | $0.70 | 200.0% | 28.8% | -0.0589 | 1 | 53 |
| $58.00 | $0.31 | 0.084 | 86.1% | — | — | 57.5% | +28.6% | $0.00 | $0.62 | $0.19 | 200.0% | 17.9% | -0.0422 | 10 | 32 |
| $59.00 | $0.03 | 0.011 | 57.8% | — | — | 57.5% | +0.3% | $0.00 | $0.05 | $0.03 | 200.0% | 1.4% | -0.0055 | 17 | 26 |
| $60.00 | $0.03 | 0.011 | 60.9% | — | — | 57.5% | +3.4% | $0.00 | $0.05 | $0.03 | 200.0% | 1.4% | -0.0056 | 34 | 257 |
| $61.00 | $0.38 | 0.085 | 103.1% | — | — | 57.5% | +45.6% | $0.00 | $0.75 | $0.31 | 200.0% | 21.6% | -0.0510 | 3 | 25 |
| $62.00 | $0.38 | 0.082 | 107.1% | — | — | 57.5% | +49.6% | $0.00 | $0.75 | $0.17 | 200.0% | 21.6% | -0.0517 | 2 | 12 |
| $63.00 | $0.60 | 0.110 | 124.8% | — | — | 57.5% | +67.3% | $0.00 | $1.20 | $0.45 | 200.0% | 34.6% | -0.0746 | 1 | 16 |
| $64.00 | $0.03 | 0.009 | 72.7% | — | — | 57.5% | +15.1% | $0.00 | $0.05 | $0.02 | 200.0% | 1.4% | -0.0057 | 8 | 64 |
| $65.00 | $0.38 | 0.075 | 118.8% | — | — | 57.5% | +61.2% | $0.00 | $0.75 | $0.01 | 200.0% | 21.6% | -0.0537 | 1 | 30 |
| $66.00 | $0.47 | 0.087 | 129.2% | — | — | 57.5% | +71.7% | $0.00 | $0.95 | $0.14 | 200.0% | 27.4% | -0.0649 | 2 | 9 |
| $67.00 | $0.50 | 0.088 | 134.5% | — | — | 57.5% | +77.0% | $0.00 | $1.00 | $0.25 | 200.0% | 28.8% | -0.0681 | 25 | 27 |
| $68.00 | $0.47 | 0.083 | 136.5% | — | — | 57.5% | +79.0% | $0.00 | $0.95 | $0.50 | 200.0% | 27.4% | -0.0663 | 1 | 10 |
| $69.00 | $0.13 | 0.030 | 108.0% | — | — | 57.5% | +50.5% | $0.00 | $0.25 | $0.12 | 200.0% | 7.2% | -0.0232 | 6 | 40 |
| $70.00 | $0.26 | 0.050 | 126.0% | — | — | 57.5% | +68.5% | $0.00 | $0.51 | $0.49 | 200.0% | 14.7% | -0.0416 | 1 | 46 |
| $71.00 | $0.90 | 0.121 | 171.8% | — | — | 57.5% | +114.3% | $0.00 | $1.80 | $0.42 | 200.0% | 51.9% | -0.1101 | 1 | 25 |
| $72.00 | $0.68 | 0.098 | 163.0% | — | — | 57.5% | +105.5% | $0.00 | $1.35 | $0.15 | 200.0% | 38.9% | -0.0896 | 1 | 212 |
| $73.00 | $0.04 | 0.011 | 101.6% | — | — | 57.5% | +44.0% | $0.00 | $0.08 | $0.12 | 200.0% | 2.3% | -0.0091 | 1 | 426 |
| $74.00 | $1.06 | 0.130 | 190.7% | — | — | 57.5% | +133.2% | $0.00 | $2.13 | $1.00 | 200.0% | 61.4% | -0.1279 | 7 | 73 |
| $75.00 | $0.63 | 0.089 | 169.8% | — | — | 57.5% | +112.3% | $0.00 | $1.25 | $0.99 | 200.0% | 36.0% | -0.0865 | 5 | 81 |
| $76.00 | $0.68 | 0.092 | 176.2% | — | — | 57.5% | +118.7% | $0.00 | $1.35 | $0.27 | 200.0% | 38.9% | -0.0925 | 9 | 115 |
| $77.00 | $1.06 | 0.124 | 200.6% | — | — | 57.5% | +143.1% | $0.00 | $2.12 | $1.06 | 200.0% | 61.1% | -0.1305 | 12 | 13 |
| $78.00 | $0.97 | 0.116 | 199.5% | — | — | 57.5% | +142.0% | $0.00 | $1.95 | $0.78 | 200.0% | 56.2% | -0.1236 | 2 | 105 |
| $79.00 | $0.78 | 0.098 | 191.5% | — | — | 57.5% | +134.0% | $0.00 | $1.55 | $0.63 | 200.0% | 44.7% | -0.1048 | 10 | 75 |
| $80.00 | $0.39 | 0.058 | 167.2% | — | — | 57.5% | +109.7% | $0.00 | $0.77 | $0.66 | 200.0% | 22.2% | -0.0614 | 6 | 155 |
| $85.00 | $1.06 | 0.114 | 225.1% | — | — | 57.5% | +167.6% | $0.00 | $2.12 | $0.39 | 200.0% | 61.1% | -0.1374 | 6 | 11 |
| $90.00 | $1.06 | 0.109 | 239.1% | — | — | 57.5% | +181.5% | $0.00 | $2.13 | $0.35 | 200.0% | 61.4% | -0.1416 | 162 | 72 |
| $95.00 | $0.86 | 0.090 | 240.0% | — | — | 57.5% | +182.5% | $0.00 | $1.73 | $0.18 | 200.0% | 49.8% | -0.1237 | 22 | 11 |
| $100.00 | $0.86 | 0.087 | 251.6% | — | — | 57.5% | +194.0% | $0.00 | $1.73 | $0.05 | 200.0% | 49.8% | -0.1260 | 2 | 19 |