The IV30 fell to 10.6, the lowest level since Jan 26, 2024 when it traded at 10.7. Stock Option traders are pricing in an average daily move of ±0.7%. The 52-Week historical volatility is 11.5 with an average daily move of ±0.7%. View Implied Vol
30-Day Downside Put Protection Falls to Lowest Level in 2 months
The cost to protect downside risk fell to 1.0%, the lowest level since Jan 27, 2024 when it was at 1.0%. The 52-Week average is 1.3% and the 52-Week range is 1.0% - 2.0%.
30-day Implied Volatility (IV30) Falls to Lowest Level in 2 months
The IV30 fell to 10.6, the lowest level since Jan 25, 2024 when it traded at 10.7. Stock Option traders are pricing in an average daily move of ±0.7%. The 52-Week historical volatility is 11.5 with an average daily move of ±0.7%. View Implied Vol
30-day Implied Volatility (IV30) Falls to Lowest Level in 2 months
The IV30 fell to 10.6, the lowest level since Jan 27, 2024 when it traded at 10.7. Stock Option traders are pricing in an average daily move of ±0.7%. The 52-Week historical volatility is 11.5 with an average daily move of ±0.7%. View Implied Vol
30-Day Downside Put Protection Falls to Lowest Level in 2 months
The cost to protect downside risk fell to 1.0%, the lowest level since Jan 27, 2024 when it was at 1.0%. The 52-Week average is 1.3% and the 52-Week range is 1.0% - 2.0%.
S&P 500 has seen increased institutional selling: Sell Imbalance hits -$805.2 million