The IV30 rose to 83.1, the highest level since Dec 31, 2023 when it reached 77.4. Stock Option traders are pricing in an average daily move of ±5.2%. The 52-Week historical volatility is 57.0 with an average daily move of ±3.6%. View Implied Vol
30-Day Downside Put Protection goes to its Highest Mark in 12 months
The cost to protect downside risk climbed to 9.2%, the highest level since Dec 31, 2023 when it was at 8.6%. The 52-Week average is 6.3% and the 52-Week range is 4.4% - 9.2%.
30-day Implied Volatility (IV30) Climbs to its Highest Mark in 12 months
The IV30 rose to 82.0, the highest level since Dec 31, 2023 when it reached 77.4. Stock Option traders are pricing in an average daily move of ±5.2%. The 52-Week historical volatility is 57.0 with an average daily move of ±3.6%. View Implied Vol