The IV30 fell to 16.1, the lowest level since Jun 8, 2025 when it traded at 18.2. Stock Option traders are pricing in an average daily move of ±1.0%. The 52-Week historical volatility is 19.1 with an average daily move of ±1.2%. View Implied Vol
30-Day Downside Put Protection Falls to Lowest Level in 12 months
The cost to protect downside risk fell to 1.7%, the lowest level since Jun 8, 2025 when it was at 1.9%. The 52-Week average is 2.5% and the 52-Week range is 1.7% - 3.4%.
I noticed a lot of bearish pressure coming from the options market on $FXI. Check out this order imbalance! -912 K option volume delta. What is option volume delta?
30-day Implied Volatility (IV30) Climbs to its Highest Mark in 2 months
The IV30 rose to 25.7, the highest level since Apr 6, 2026 when it reached 25.4. Stock Option traders are pricing in an average daily move of ±1.6%. The 52-Week historical volatility is 19.0 with an average daily move of ±1.2%. View Implied Vol
