The cost to protect downside risk fell to 2.0%, the lowest level since Feb 20, 2025 when it was at 2.0%. The 52-Week average is 2.4% and the 52-Week range is 1.8% - 5.4%.
30-day Implied Volatility (IV30) Falls to Lowest Level in 10 months
The IV30 fell to 18.4, the lowest level since Feb 20, 2025 when it traded at 18.7. Stock Option traders are pricing in an average daily move of ±1.2%. The 52-Week historical volatility is 20.2 with an average daily move of ±1.3%. View Implied Vol
30-Day Downside Put Protection Falls to Lowest Level in 10 months
The cost to protect downside risk fell to 2.0%, the lowest level since Feb 20, 2025 when it was at 2.0%. The 52-Week average is 2.4% and the 52-Week range is 1.8% - 5.4%.
Something to keep an eye on: Mostly small retail traders are showing a long build up in $IWM. Net option volume delta is 245 K!
30-day Implied Volatility (IV30) Falls to Lowest Level in 10 months
The IV30 fell to 18.7, the lowest level since Feb 20, 2025 when it traded at 18.8. Stock Option traders are pricing in an average daily move of ±1.2%. The 52-Week historical volatility is 20.2 with an average daily move of ±1.3%. View Implied Vol
30-Day Downside Put Protection Falls to Lowest Level in 10 months
The cost to protect downside risk fell to 2.0%, the lowest level since Feb 20, 2025 when it was at 2.0%. The 52-Week average is 2.4% and the 52-Week range is 1.8% - 5.4%.
