The IV30 rose to 25.2, the highest level since Apr 11, 2024 when it reached 23.3. Stock Option traders are pricing in an average daily move of ±1.6%. The 52-Week historical volatility is 15.6 with an average daily move of ±1.0%. View Implied Vol
30-Day Downside Put Protection goes to its Highest Mark in 12 months
The cost to protect downside risk climbed to 2.7%, the highest level since Apr 12, 2024 when it was at 2.5%. The 52-Week average is 1.6% and the 52-Week range is 1.3% - 2.7%.
30-day Implied Volatility (IV30) Climbs to its Highest Mark in 12 months
The IV30 rose to 25.8, the highest level since Apr 13, 2024 when it reached 23.3. Stock Option traders are pricing in an average daily move of ±1.6%. The 52-Week historical volatility is 15.6 with an average daily move of ±1.0%. View Implied Vol
30-Day Downside Put Protection goes to its Highest Mark in 12 months
The cost to protect downside risk climbed to 2.8%, the highest level since Apr 13, 2024 when it was at 2.5%. The 52-Week average is 1.6% and the 52-Week range is 1.3% - 2.8%.
$GLD negative imbalance of -593 K option volume delta...indicating traderes are more bearish on the stock
30-day Implied Volatility (IV30) Climbs to its Highest Mark in 12 months
The IV30 rose to 26.1, the highest level since Apr 13, 2024 when it reached 23.3. Stock Option traders are pricing in an average daily move of ±1.6%. The 52-Week historical volatility is 15.6 with an average daily move of ±1.0%. View Implied Vol