The IV30 rose to 30.6, the highest level since Apr 11, 2026 when it reached 30.0. Stock Option traders are pricing in an average daily move of ±1.9%. The 52-Week historical volatility is 17.9 with an average daily move of ±1.1%. View Implied Vol
30-Day Downside Put Protection goes to its Highest Mark in 6 weeks
The cost to protect downside risk climbed to 3.3%, the highest level since Apr 11, 2026 when it was at 3.3%. The 52-Week average is 2.0% and the 52-Week range is 1.2% - 4.3%.
30-day Implied Volatility (IV30) Climbs to its Highest Mark in 6 weeks
The IV30 rose to 29.5, the highest level since Apr 8, 2026 when it reached 28.1. Stock Option traders are pricing in an average daily move of ±1.9%. The 52-Week historical volatility is 17.7 with an average daily move of ±1.1%. View Implied Vol
30-Day Downside Put Protection goes to its Highest Mark in 6 weeks
The cost to protect downside risk climbed to 3.2%, the highest level since Apr 8, 2026 when it was at 3.1%. The 52-Week average is 2.0% and the 52-Week range is 1.2% - 4.3%.
Something to keep an eye on: Mostly large institutional traders are showing a long build up in $EEM. Net option volume delta is 498 K!
