The cost to protect downside risk fell to 3.5%, the lowest level since Nov 13, 2023 when it was at 3.5%. The 52-Week average is 4.7% and the 52-Week range is 3.5% - 6.8%.
30-day Implied Volatility (IV30) Falls to Lowest Level in 6 weeks
The IV30 fell to 35.8, the lowest level since Oct 2, 2024 when it traded at 36.1. Stock Option traders are pricing in an average daily move of ±2.3%. The 52-Week historical volatility is 38.3 with an average daily move of ±2.4%. View Implied Vol
30-Day Downside Put Protection Falls to Lowest Level in 6 weeks
The cost to protect downside risk fell to 3.9%, the lowest level since Oct 2, 2024 when it was at 3.9%. The 52-Week average is 4.7% and the 52-Week range is 3.5% - 6.8%.
30-day Implied Volatility (IV30) Falls to Lowest Level in 6 weeks
The IV30 fell to 35.3, the lowest level since Oct 1, 2024 when it traded at 36.1. Stock Option traders are pricing in an average daily move of ±2.2%. The 52-Week historical volatility is 38.3 with an average daily move of ±2.4%. View Implied Vol