The IV30 fell to 12.1, the lowest level since Jun 6, 2025 when it traded at 12.2. Stock Option traders are pricing in an average daily move of ±0.8%. The 52-Week historical volatility is 14.7 with an average daily move of ±0.9%. View Implied Vol
30-Day Downside Put Protection Falls to Lowest Level in 6 months
The cost to protect downside risk fell to 1.3%, the lowest level since Jun 6, 2025 when it was at 1.3%. The 52-Week average is 1.7% and the 52-Week range is 1.2% - 4.6%.
30-day Implied Volatility (IV30) Falls to Lowest Level in 6 months
The IV30 fell to 12.0, the lowest level since Jun 6, 2025 when it traded at 12.2. Stock Option traders are pricing in an average daily move of ±0.8%. The 52-Week historical volatility is 14.7 with an average daily move of ±0.9%. View Implied Vol
30-Day Downside Put Protection Falls to Lowest Level in 6 months
The cost to protect downside risk fell to 1.2%, the lowest level since Jun 6, 2025 when it was at 1.3%. The 52-Week average is 1.7% and the 52-Week range is 1.2% - 4.6%.
Sentiment Alert: EEM Increasing bullish pressure with an imbalance in net option delta of 247 K.
