The IV30 rose to 17.5, the highest level since Nov 16, 2024 when it reached 17.3. Stock Option traders are pricing in an average daily move of ±1.1%. The 52-Week historical volatility is 11.7 with an average daily move of ±0.7%. View Implied Vol
$SPY positive imbalance of 5.0 M option volume delta...indicating traderes are more bullish on the stock
30-day Implied Volatility (IV30) Climbs to its Highest Mark in 6 weeks
The IV30 rose to 17.9, the highest level since Nov 9, 2024 when it reached 14.0. Stock Option traders are pricing in an average daily move of ±1.1%. The 52-Week historical volatility is 11.5 with an average daily move of ±0.7%. View Implied Vol