AA
Alcoa Corporation Common Stock$71.64-11.40%1d
EquityNYSEUSDEarnings Jul 15 est.
120-day history2025-12-10 – 2026-06-03
Volatility
Realized
7d
49.9%
30d
46.0%
90d
63.5%
GARCH
21d
55.0%
30d
54.8%
45d
54.6%
IV30 ATM · rank
Rank
—
IV30: 65.2%
IV rank: 3/60 daily IV30 observations
Window 2026-06-03 → 2026-06-05 (3 obs.)
Chain uses snapshot spot $71.70 from 2026-06-05. Live quote: $71.64. Greeks and VRP match the snapshot.
Options Chain & Vol Surface (39/39) · 2026-06-05
E
Implied volatility by strike · 0 DTE · dashed line = fitted smile
Calls
Fitted smile
Excluded (not fit)
| Strike | Last | Bid | Ask | Mid | Ann. ROI | Spread | IV | Fit IV | IV − Fit | GARCH | IV - GARCH | Delta | Theta | Vol | OI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $45.00 | $28.09 | $26.45 | $28.70 | $27.57 | — | 8.2% | 676.2% | — | — | — | — | — | — | 3 | 0 |
| $50.00 | $23.18 | $21.35 | $23.70 | $22.52 | — | 10.4% | 543.4% | — | — | — | — | — | — | 3 | 3 |
| $53.00 | $20.17 | $18.10 | $20.70 | $19.40 | — | 13.4% | 453.1% | — | — | — | — | — | — | 1 | 7 |
| $54.00 | $25.84 | $17.50 | $19.75 | $18.63 | — | 12.1% | 467.6% | — | — | — | — | — | — | 1 | 10 |
| $55.00 | $24.86 | $16.35 | $18.75 | $17.55 | — | 13.7% | 433.6% | — | — | — | — | — | — | 1 | 12 |
| $56.00 | $19.88 | $15.45 | $17.70 | $16.57 | — | 13.6% | 415.2% | — | — | — | — | — | — | 1 | 4 |
| $57.00 | $18.95 | $14.05 | $16.70 | $15.38 | — | 17.2% | 364.1% | — | — | — | — | — | — | 1 | 6 |
| $58.00 | $23.49 | $13.30 | $15.70 | $14.50 | — | 16.6% | 361.3% | — | — | — | — | — | — | 1 | 4 |
| $59.00 | $20.89 | $12.35 | $14.70 | $13.52 | — | 17.4% | 343.4% | — | — | — | — | — | — | 1 | 115 |
| $60.00 | $19.91 | $11.50 | $13.70 | $12.60 | — | 17.5% | 331.6% | — | — | — | — | — | — | 2 | 33 |
| $61.00 | $12.05 | $10.45 | $12.70 | $11.57 | — | 19.4% | 307.0% | — | — | — | — | — | — | 1 | 4 |
| $62.00 | $11.12 | $9.20 | $11.60 | $10.40 | — | 23.1% | 264.8% | — | — | — | — | — | — | 1 | 18 |
| $63.00 | $10.15 | $8.45 | $10.75 | $9.60 | — | 24.0% | 267.2% | — | — | — | — | — | — | 3 | 32 |
| $64.00 | $8.85 | $7.20 | $9.75 | $8.47 | — | 30.1% | 232.2% | — | — | — | — | — | — | 4 | 122 |
| $65.00 | $7.95 | $6.35 | $8.70 | $7.52 | — | 31.2% | 216.4% | — | — | — | — | — | — | 6 | 101 |
| $66.00 | $7.23 | $5.50 | $7.75 | $6.63 | — | 34.0% | 204.5% | — | — | — | — | — | — | 13 | 154 |
| $67.00 | $6.17 | $4.50 | $6.70 | $5.60 | — | 39.3% | 179.9% | — | — | — | — | — | — | 17 | 113 |
| $68.00 | $4.91 | $3.45 | $5.70 | $4.58 | — | 49.2% | 155.0% | — | — | — | — | — | — | 5 | 61 |
| $69.00 | $10.12 | $2.51 | $4.70 | $3.60 | — | 60.7% | 134.0% | — | — | — | — | — | — | 1 | 94 |
| $70.00 | $2.05 | $1.50 | $3.30 | $2.40 | — | 75.0% | 93.8% | — | — | — | — | — | — | 91 | 327 |
| $71.00 | $1.95 | $0.75 | $1.95 | $1.35 | — | 88.9% | 64.5% | — | — | — | — | — | — | 21 | 74 |
| $72.00 | $0.40 | $0.20 | $0.75 | $0.47 | 241.8% | 115.8% | 59.5% | — | — | — | — | — | — | 44 | 100 |
| $73.00 | $0.21 | $0.01 | $0.64 | $0.33 | 165.4% | 193.8% | 53.9% | — | — | — | — | — | — | 81 | 114 |
| $74.00 | $0.20 | $0.00 | $0.10 | $0.05 | 25.5% | 200.0% | 49.2% | — | — | — | — | — | — | 17 | 68 |
| $75.00 | $0.08 | $0.00 | $0.05 | $0.03 | 12.7% | 200.0% | 54.3% | — | — | — | — | — | — | 58 | 284 |
| $76.00 | $0.01 | $0.00 | $0.07 | $0.04 | 17.8% | 200.0% | 62.1% | — | — | — | — | — | — | 79 | 152 |
| $77.00 | $0.02 | $0.00 | $0.30 | $0.15 | 76.4% | 200.0% | 99.2% | — | — | — | — | — | — | 35 | 207 |
| $78.00 | $0.01 | $0.00 | $0.80 | $0.40 | 203.6% | 200.0% | 147.1% | — | — | — | — | — | — | 60 | 297 |
| $79.00 | $0.01 | $0.00 | $0.01 | $0.01 | 2.5% | 200.0% | 71.9% | — | — | — | — | — | — | 32 | 180 |
| $80.00 | $0.07 | $0.00 | $0.28 | $0.14 | 71.3% | 200.0% | 135.2% | — | — | — | — | — | — | 99 | 875 |
| $81.00 | $0.13 | $0.00 | $0.20 | $0.10 | 50.9% | 200.0% | 137.1% | — | — | — | — | — | — | 63 | 198 |
| $82.00 | $0.03 | $0.00 | $2.02 | $1.01 | 514.2% | 200.0% | 271.9% | — | — | — | — | — | — | 54 | 129 |
| $83.00 | $0.01 | $0.00 | $2.12 | $1.06 | 539.6% | 200.0% | 291.8% | — | — | — | — | — | — | 16 | 120 |
| $84.00 | $0.05 | $0.00 | $0.14 | $0.07 | 35.6% | 200.0% | 158.6% | — | — | — | — | — | — | 21 | 869 |
| $85.00 | $0.03 | $0.00 | $1.34 | $0.67 | 341.1% | 200.0% | 277.1% | — | — | — | — | — | — | 50 | 504 |
| $86.00 | $0.03 | $0.00 | $2.13 | $1.06 | 542.2% | 200.0% | 335.0% | — | — | — | — | — | — | 10 | 55 |
| $87.00 | $0.09 | $0.00 | $1.35 | $0.68 | 343.6% | 200.0% | 303.1% | — | — | — | — | — | — | 82 | 29 |
| $90.00 | $0.01 | $0.00 | $0.01 | $0.01 | 2.5% | 200.0% | 156.3% | — | — | — | — | — | — | 5 | 238 |
| $95.00 | $0.01 | $0.00 | $0.56 | $0.28 | 142.5% | 200.0% | 323.4% | — | — | — | — | — | — | 5 | 28 |