The IV30 rose to 13.3, the highest level since Jan 17, 2024 when it reached 13.2. Stock Option traders are pricing in an average daily move of ±0.8%. The 52-Week historical volatility is 12.7 with an average daily move of ±0.8%. View Implied Vol
30-Day Downside Put Protection goes to its Highest Mark in 2 months
The cost to protect downside risk climbed to 1.3%, the highest level since Jan 17, 2024 when it was at 1.3%. The 52-Week average is 1.4% and the 52-Week range is 0.9% - 2.5%.
Something to keep an eye on: Mostly large institutional traders are showing a long build up in $EFA. Net option volume delta is 276 K!