The IV30 fell to 19.7, the lowest level since Oct 29, 2025 when it traded at 20.7. Stock Option traders are pricing in an average daily move of ±1.2%. The 52-Week historical volatility is 22.7 with an average daily move of ±1.4%. View Implied Vol
30-Day Downside Put Protection Falls to Lowest Level in 2 months
The cost to protect downside risk fell to 2.1%, the lowest level since Oct 29, 2025 when it was at 2.2%. The 52-Week average is 2.6% and the 52-Week range is 1.8% - 4.3%.
I noticed a lot of bearish pressure coming from the options market on $EWZ. Check out this order imbalance! -1.2 M option volume delta. What is option volume delta?
