The IV30 fell to 36.4, the lowest level since Nov 11, 2024 when it traded at 37.0. 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 4 weeks
The cost to protect downside risk fell to 3.9%, the lowest level since Nov 11, 2024 when it was at 4.0%. The 52-Week average is 4.7% and the 52-Week range is 3.6% - 6.8%.
The IV30 fell to 27.1, the lowest level since Dec 6, 2023 when it traded at 32.7. Stock Option traders are pricing in an average daily move of ±1.7%. The 52-Week historical volatility is 38.0 with an average daily move of ±2.4%. View Implied Vol
30-Day Downside Put Protection Falls to Lowest Level in 12 months
The cost to protect downside risk fell to 2.9%, the lowest level since Dec 6, 2023 when it was at 3.5%. The 52-Week average is 4.7% and the 52-Week range is 2.9% - 6.8%.