The cost to protect downside risk fell to 2.3%, the lowest level since Dec 19, 2025 when it was at 2.3%. The 52-Week average is 2.1% and the 52-Week range is 1.4% - 4.9%.
The cost to protect downside risk climbed to 4.9%, the highest level since Feb 3, 2025 when it was at 4.9%. The 52-Week average is 2.0% and the 52-Week range is 1.4% - 4.9%.
30-day Implied Volatility (IV30) Climbs to its Highest Mark in 11 months
The IV30 rose to 46.4, the highest level since Feb 2, 2025 when it reached 44.2. Stock Option traders are pricing in an average daily move of ±2.9%. The 52-Week historical volatility is 19.6 with an average daily move of ±1.2%. View Implied Vol