Something to keep an eye on: Mostly large institutional traders are showing a short build up in $EEM. Net option volume delta is -228 K!
I noticed a lot of bullish pressure coming from the options market on $EEM. Check out this order imbalance! 370 K option volume delta. What is option volume delta?
The IV30 rose to 32.9, the highest level since Jul 23, 2026 when it reached 32.6. Stock Option traders are pricing in an average daily move of ±2.1%. The 52-Week historical volatility is 23.9 with an average daily move of ±1.5%. View Implied Vol
30-Day Downside Put Protection goes to its Highest Mark in 4 months
The cost to protect downside risk climbed to 3.6%, the highest level since Jul 23, 2026 when it was at 3.6%. The 52-Week average is 2.7% and the 52-Week range is 1.3% - 4.4%.
30-day Implied Volatility (IV30) Climbs to its Highest Mark in 3 months
The IV30 rose to 32.2, the highest level since Aug 1, 2026 when it reached 31.4. Stock Option traders are pricing in an average daily move of ±2.0%. The 52-Week historical volatility is 23.9 with an average daily move of ±1.5%. View Implied Vol
