The IV30 rose to 29.0, the highest level since Jun 9, 2026 when it reached 28.0. Stock Option traders are pricing in an average daily move of ±1.8%. The 52-Week historical volatility is 23.8 with an average daily move of ±1.5%. 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 Jun 9, 2026 when it was at 3.0%. The 52-Week average is 2.9% and the 52-Week range is 1.9% - 4.6%.
$EWZ iShares MSCI Brazil ETF Option Order Flow Sentiment is 100.0% Bearish.
$EWZ negative imbalance of -508 K option volume delta...indicating traderes are more bearish on the stock
30-day Implied Volatility (IV30) Falls to Lowest Level in 5 weeks
The IV30 fell to 21.9, the lowest level since Jun 11, 2026 when it traded at 22.0. Stock Option traders are pricing in an average daily move of ±1.4%. The 52-Week historical volatility is 23.8 with an average daily move of ±1.5%. View Implied Vol
30-Day Downside Put Protection Falls to Lowest Level in 5 weeks
The cost to protect downside risk fell to 2.4%, the lowest level since Jun 11, 2026 when it was at 2.4%. The 52-Week average is 2.9% and the 52-Week range is 1.9% - 4.6%.
